+741.3%
EEM vs STM
+307.5%
+433.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -0.9% | -7.9% | +7.0% | +2.0% |
| 30D | -9.3% | -14.1% | +4.8% | -4.6% |
| 3M | -7.1% | -17.6% | +10.6% | -1.1% |
| 6M | -10.4% | -24.2% | +13.9% | -4.3% |
| YTD | +11.3% | +73.3% | -62.0% | -15.3% |
| 1Y | +11.3% | +90.1% | -78.8% | -18.6% |
| 3Y | +69.6% | +10.3% | +59.3% | +41.7% |
| 5Y | +33.6% | -5.7% | +39.4% | +12.6% |
| 10Y | +114.1% | +444.1% | -330.0% | -30.6% |
| All | +741.3% | +307.5% | +433.8% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling