+66.5%
EWZ vs STLA
-4.1%
+70.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +0.8% | -13.8% | +14.5% | +5.5% |
| 30D | -24.4% | -10.5% | -13.8% | -22.2% |
| 3M | -4.6% | -28.9% | +24.3% | +4.8% |
| 6M | -11.6% | -49.7% | +38.2% | +8.1% |
| YTD | +2.4% | -64.9% | +67.3% | +37.8% |
| 1Y | +2.1% | -64.0% | +66.1% | +35.5% |
| 3Y | +18.7% | -77.4% | +96.1% | +76.2% |
| 5Y | +54.2% | -74.4% | +128.6% | +107.7% |
| All | +66.5% | -4.1% | +70.6% | +19.6% |
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