+154.5%
EWT vs STLA
-63.2%
+217.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +9.4% | -5.2% | +14.6% | +10.6% |
| 3M | +10.9% | -24.9% | +35.7% | +18.6% |
| 6M | +57.9% | -25.2% | +83.1% | +68.6% |
| YTD | +75.9% | -51.4% | +127.3% | +106.4% |
| 1Y | +89.7% | -40.7% | +130.4% | +108.2% |
| 3Y | +200.9% | -66.3% | +267.1% | +271.4% |
| 5Y | +154.5% | -63.2% | +217.7% | +190.1% |
| All | +154.5% | -63.2% | +217.7% | +190.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling