+66.3%
EWJ vs STLA
-75.4%
+141.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.5% |
| 7D | -1.9% | -11.6% | +9.8% | +0.1% |
| 30D | -5.3% | -6.2% | +0.8% | -4.5% |
| 3M | -4.3% | -24.6% | +20.3% | -0.2% |
| 6M | +0.4% | -44.9% | +45.3% | +10.1% |
| YTD | +14.7% | -62.3% | +77.0% | +32.6% |
| 1Y | +14.7% | -61.8% | +76.5% | +32.0% |
| All | +66.3% | -75.4% | +141.7% | +97.8% |
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