+3.8%
EWZ vs STLA
+189.9%
-186.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -4.5% | +3.0% | -0.4% |
| 30D | -24.5% | -3.9% | -20.6% | -24.2% |
| 3M | -10.7% | -20.2% | +9.5% | -6.7% |
| 6M | -19.1% | -42.2% | +23.1% | -9.0% |
| YTD | +1.6% | -59.3% | +60.9% | +22.4% |
| 1Y | +4.3% | -56.1% | +60.3% | +22.9% |
| 3Y | +19.0% | -73.7% | +92.6% | +53.3% |
| 5Y | +57.7% | -70.3% | +128.0% | +91.7% |
| 10Y | +51.3% | +23.1% | +28.3% | +34.7% |
| All | +3.8% | +189.9% | -186.1% | -9.1% |
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 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