+3.0%
EWZ vs STLA
+190.5%
-187.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.4% |
| 7D | -4.2% | -5.5% | +1.4% | -2.9% |
| 30D | -26.1% | -3.7% | -22.5% | -25.8% |
| 3M | -12.0% | -21.1% | +9.1% | -7.8% |
| 6M | -19.3% | -38.3% | +19.1% | -10.7% |
| YTD | +0.9% | -59.2% | +60.1% | +21.5% |
| 1Y | +3.4% | -56.7% | +60.1% | +22.2% |
| 3Y | +18.6% | -74.3% | +92.9% | +53.8% |
| 5Y | +56.6% | -70.2% | +126.8% | +90.2% |
| 10Y | +50.3% | +23.4% | +26.9% | +33.7% |
| All | +3.0% | +190.5% | -187.5% | -9.8% |
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