+32.5%
EEM vs STM
+96.2%
-63.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | +2.4% | -7.8% | +10.2% | +4.5% |
| 3M | +4.2% | -28.2% | +32.3% | +12.5% |
| 6M | +14.8% | +52.0% | -37.2% | +3.0% |
| YTD | +23.1% | +96.4% | -73.3% | +5.7% |
| 1Y | +32.5% | +98.8% | -66.3% | +12.1% |
| All | +32.5% | +96.2% | -63.6% | +12.1% |
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