+15.0%
EEM vs STM
+92.4%
-77.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +6.9% | +2.5% |
| 7D | -3.0% | -6.0% | +3.0% | -1.4% |
| 30D | -10.3% | -20.9% | +10.6% | -4.6% |
| 3M | -6.6% | -15.8% | +9.1% | -2.7% |
| 6M | -3.4% | -17.0% | +13.7% | +0.3% |
| YTD | +13.2% | +76.8% | -63.6% | -3.4% |
| 1Y | +15.0% | +96.5% | -81.5% | -3.5% |
| All | +15.0% | +92.4% | -77.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling