+230.2%
EWY vs STLA
-65.4%
+295.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +1.3% |
| 7D | +8.0% | +0.7% | +7.3% | +7.8% |
| 30D | +14.3% | -2.4% | +16.7% | +14.8% |
| 3M | +2.3% | -23.9% | +26.2% | +9.6% |
| 6M | +49.9% | -24.6% | +74.5% | +61.0% |
| YTD | +95.3% | -50.5% | +145.8% | +127.1% |
| 1Y | +161.7% | -39.8% | +201.6% | +187.8% |
| 3Y | +230.2% | -65.6% | +295.8% | +293.5% |
| All | +230.2% | -65.4% | +295.6% | +293.5% |
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