+308.8%
EWY vs STLA
+46.8%
+262.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +17.0% | -5.2% | +22.2% | +18.6% |
| 3M | +3.7% | -24.9% | +28.5% | +12.8% |
| 6M | +42.5% | -25.2% | +67.7% | +55.5% |
| YTD | +96.2% | -51.4% | +147.7% | +139.7% |
| 1Y | +160.4% | -40.7% | +201.1% | +195.5% |
| 3Y | +231.7% | -66.3% | +297.9% | +331.6% |
| 5Y | +153.3% | -63.2% | +216.5% | +209.9% |
| 10Y | +308.8% | +48.7% | +260.1% | +248.6% |
| All | +308.8% | +46.8% | +262.1% | +248.6% |
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 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