+461.4%
EWY vs STLA
+263.8%
+197.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +4.8% | +2.6% | +2.2% | +4.2% |
| 30D | +11.7% | -1.2% | +12.9% | +11.8% |
| 3M | -7.4% | -24.8% | +17.4% | -1.3% |
| 6M | +40.6% | -25.6% | +66.1% | +50.2% |
| YTD | +94.3% | -48.9% | +143.2% | +123.0% |
| 1Y | +164.3% | -38.8% | +203.1% | +189.2% |
| 3Y | +221.0% | -64.5% | +285.5% | +286.4% |
| 5Y | +139.1% | -62.4% | +201.6% | +178.7% |
| 10Y | +298.8% | +55.4% | +243.4% | +253.2% |
| All | +461.4% | +263.8% | +197.6% | +378.6% |
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 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