+164.5%
EWT vs STLA
-75.4%
+239.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.5% |
| 7D | +3.2% | -11.6% | +14.8% | +5.9% |
| 30D | -12.3% | -6.2% | -6.2% | -11.3% |
| 3M | -3.6% | -24.6% | +21.0% | +1.6% |
| 6M | +3.1% | -44.9% | +48.0% | +16.0% |
| YTD | +57.7% | -62.3% | +120.0% | +89.0% |
| 1Y | +60.3% | -61.8% | +122.1% | +91.1% |
| All | +164.5% | -75.4% | +239.9% | +236.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling