+57.8%
EWZ vs STLA
-70.1%
+127.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -4.5% | +3.0% | -0.6% |
| 30D | -24.5% | -3.9% | -20.6% | -24.2% |
| 3M | -10.7% | -20.2% | +9.5% | -7.1% |
| 6M | -19.1% | -42.2% | +23.1% | -10.2% |
| YTD | +1.6% | -59.3% | +60.9% | +19.9% |
| 1Y | +4.3% | -56.1% | +60.3% | +20.5% |
| 3Y | +19.0% | -73.7% | +92.6% | +49.9% |
| All | +57.8% | -70.1% | +127.9% | +79.6% |
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 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