+280.3%
EMR vs STLA
-3.1%
+283.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +1.9% |
| 7D | +2.7% | -13.1% | +15.7% | +7.2% |
| 30D | +2.1% | -13.3% | +15.4% | +6.3% |
| 3M | +2.3% | -27.9% | +30.1% | +12.2% |
| 6M | +22.5% | -47.8% | +70.3% | +48.6% |
| YTD | +27.2% | -64.6% | +91.7% | +71.6% |
| 1Y | +28.0% | -64.0% | +92.0% | +71.3% |
| 3Y | +103.4% | -76.8% | +180.3% | +201.0% |
| 5Y | +88.2% | -74.2% | +162.3% | +157.3% |
| All | +280.3% | -3.1% | +283.3% | +220.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling