+62.1%
EMR vs STLA
-64.4%
+126.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +1.4% |
| 7D | -1.5% | +2.6% | -4.1% | -2.1% |
| 30D | -5.6% | -1.2% | -4.4% | -5.5% |
| 3M | +7.9% | -24.8% | +32.7% | +15.0% |
| 6M | +6.0% | -25.6% | +31.6% | +13.0% |
| YTD | +16.4% | -48.9% | +65.4% | +34.0% |
| 1Y | +16.6% | -38.8% | +55.4% | +26.2% |
| All | +62.1% | -64.4% | +126.5% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling