+56.0%
EWZ vs STLA
-71.4%
+127.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.7% |
| 7D | +1.3% | -4.9% | +6.2% | +2.3% |
| 30D | -26.2% | -4.9% | -21.2% | -25.7% |
| 3M | -8.6% | -23.7% | +15.0% | -4.1% |
| 6M | -17.0% | -45.0% | +27.9% | -7.0% |
| YTD | +2.2% | -60.9% | +63.0% | +21.5% |
| 1Y | +2.7% | -58.9% | +61.5% | +20.3% |
| 3Y | +18.2% | -74.4% | +92.6% | +49.8% |
| 5Y | +56.0% | -71.5% | +127.5% | +80.2% |
| All | +56.0% | -71.4% | +127.4% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling