+234.6%
EWJ vs STLA
+168.9%
+65.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -4.3% | -24.6% | +20.3% | -0.4% |
| 6M | +0.4% | -44.9% | +45.3% | +9.6% |
| YTD | +14.7% | -62.3% | +77.0% | +31.6% |
| 1Y | +14.7% | -61.8% | +76.5% | +31.2% |
| 3Y | +66.2% | -75.3% | +141.5% | +98.8% |
| 5Y | +50.2% | -72.5% | +122.7% | +73.6% |
| 10Y | +127.1% | +0.8% | +126.3% | +117.4% |
| All | +234.6% | +168.9% | +65.6% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling