+55.0%
EWZ vs STLA
-62.4%
+117.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +6.5% | +2.6% | +3.9% | +5.8% |
| 30D | +4.8% | -1.2% | +6.1% | +5.0% |
| 3M | +9.9% | -24.8% | +34.7% | +16.4% |
| 6M | +1.9% | -25.6% | +27.5% | +7.9% |
| YTD | +20.3% | -48.9% | +69.2% | +36.9% |
| 1Y | +35.6% | -38.8% | +74.4% | +46.0% |
| 3Y | +43.4% | -64.5% | +108.0% | +70.9% |
| All | +55.0% | -62.4% | +117.4% | +74.1% |
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