+125.9%
EWJ vs STLA
-4.1%
+130.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | +4.0% | -13.8% | +17.7% | +7.2% |
| 30D | -4.3% | -10.5% | +6.3% | -2.3% |
| 3M | -6.8% | -28.9% | +22.0% | -0.6% |
| 6M | -0.9% | -49.7% | +48.8% | +13.5% |
| YTD | +14.3% | -64.9% | +79.2% | +39.4% |
| 1Y | +15.3% | -64.0% | +79.3% | +39.5% |
| 3Y | +65.6% | -77.4% | +143.1% | +114.9% |
| 5Y | +47.5% | -74.4% | +121.9% | +80.6% |
| All | +125.9% | -4.1% | +130.0% | +125.2% |
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