-14.6%
EW vs STLA
-70.1%
+55.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +11.0% | -4.5% | +15.5% | +11.9% |
| 30D | +19.1% | -3.9% | +23.0% | +19.7% |
| 3M | +14.4% | -20.2% | +34.5% | +18.8% |
| 6M | +22.8% | -42.2% | +64.9% | +35.7% |
| YTD | +19.8% | -59.3% | +79.1% | +41.2% |
| 1Y | +23.9% | -56.1% | +79.9% | +42.9% |
| 3Y | +52.2% | -73.7% | +125.9% | +97.7% |
| All | -14.6% | -70.1% | +55.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling