+6.8%
EWT vs STLA
-44.8%
+51.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -11.0% |
| 3M | -3.6% | -24.6% | +21.0% | +3.3% |
| All | +6.8% | -44.8% | +51.7% | +34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling