+256.9%
EWJ vs STLA
+263.8%
-6.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +2.5% | +2.6% | -0.1% | +2.1% |
| 30D | +3.3% | -1.2% | +4.5% | +3.3% |
| 3M | +5.0% | -24.8% | +29.7% | +9.5% |
| 6M | +11.5% | -25.6% | +37.1% | +16.3% |
| YTD | +22.4% | -48.9% | +71.3% | +34.3% |
| 1Y | +30.2% | -38.8% | +69.0% | +37.9% |
| 3Y | +72.8% | -64.5% | +137.4% | +95.7% |
| 5Y | +54.1% | -62.4% | +116.6% | +70.0% |
| 10Y | +140.6% | +55.4% | +85.2% | +117.2% |
| All | +256.9% | +263.8% | -6.9% | +216.5% |
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