+82.1%
EWT vs STLA
-40.1%
+122.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -1.1% | -3.8% | +2.7% | -0.5% |
| 30D | +4.8% | -3.1% | +7.9% | +5.2% |
| 3M | +11.1% | -19.6% | +30.8% | +14.9% |
| 6M | +54.6% | -23.5% | +78.1% | +61.0% |
| YTD | +71.4% | -51.5% | +123.0% | +85.5% |
| 1Y | +82.1% | -39.7% | +121.8% | +92.0% |
| All | +82.1% | -40.1% | +122.2% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling