+50.2%
EWJ vs STLA
-72.6%
+122.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.6% |
| 7D | -1.9% | -11.6% | +9.8% | +0.6% |
| 30D | -5.3% | -6.2% | +0.8% | -4.4% |
| 3M | -4.3% | -24.6% | +20.3% | +0.6% |
| 6M | +0.4% | -44.9% | +45.3% | +12.2% |
| YTD | +14.7% | -62.3% | +77.0% | +36.7% |
| 1Y | +14.7% | -61.8% | +76.5% | +36.0% |
| 3Y | +66.2% | -75.3% | +141.5% | +109.4% |
| 5Y | +50.2% | -72.5% | +122.7% | +75.2% |
| All | +50.2% | -72.6% | +122.7% | +75.2% |
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 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