+513.6%
EWT vs STLA
+55.1%
+458.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.3% |
| 7D | -1.1% | -2.9% | +1.7% | -0.4% |
| 30D | +4.5% | +0.9% | +3.5% | +4.0% |
| 3M | +8.3% | -21.6% | +29.9% | +14.4% |
| 6M | +54.2% | -21.6% | +75.9% | +62.6% |
| YTD | +74.6% | -50.4% | +125.0% | +103.0% |
| 1Y | +84.9% | -43.6% | +128.5% | +106.4% |
| 3Y | +197.5% | -66.4% | +263.9% | +266.6% |
| 5Y | +150.6% | -62.3% | +212.9% | +191.3% |
| All | +513.6% | +55.1% | +458.5% | +424.4% |
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