+324.4%
EWY vs STLA
+150.0%
+174.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | +4.2% | -13.8% | +18.0% | +7.8% |
| 30D | -10.7% | -10.5% | -0.1% | -8.6% |
| 3M | -20.1% | -28.9% | +8.8% | -14.0% |
| 6M | -24.3% | -49.7% | +25.4% | -11.8% |
| YTD | +46.9% | -64.9% | +111.8% | +83.1% |
| 1Y | +55.2% | -64.0% | +119.2% | +92.0% |
| 3Y | +157.0% | -77.4% | +234.4% | +242.4% |
| 5Y | +98.9% | -74.4% | +173.3% | +152.4% |
| 10Y | +226.3% | -6.4% | +232.7% | +220.0% |
| All | +324.4% | +150.0% | +174.4% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling