+166.0%
EWY vs STLA
-75.4%
+241.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.1% |
| 7D | -2.8% | -11.6% | +8.8% | +0.4% |
| 30D | -13.1% | -6.2% | -6.9% | -11.9% |
| 3M | -11.6% | -24.6% | +13.0% | -5.4% |
| 6M | -23.4% | -44.9% | +21.6% | -10.9% |
| YTD | +52.0% | -62.3% | +114.3% | +89.0% |
| 1Y | +58.6% | -61.8% | +120.4% | +96.1% |
| All | +166.0% | -75.4% | +241.4% | +252.5% |
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