+141.9%
EWJ vs STLA
+55.1%
+86.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.7% |
| 7D | +0.3% | -2.9% | +3.2% | +0.9% |
| 30D | +0.8% | +0.9% | -0.1% | +0.4% |
| 3M | +7.5% | -21.6% | +29.1% | +12.7% |
| 6M | +15.6% | -21.6% | +37.2% | +20.7% |
| YTD | +22.7% | -50.4% | +73.1% | +39.6% |
| 1Y | +26.4% | -43.6% | +70.0% | +38.6% |
| 3Y | +72.5% | -66.4% | +138.9% | +105.6% |
| 5Y | +52.4% | -62.3% | +114.8% | +72.4% |
| All | +141.9% | +55.1% | +86.8% | +119.0% |
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 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