+132.3%
EEM vs STT
+262.1%
-129.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | +5.1% | +2.8% | +2.3% | +4.1% |
| 3M | +4.6% | +18.1% | -13.5% | -1.2% |
| 6M | +17.8% | +59.2% | -41.4% | +0.9% |
| YTD | +25.8% | +51.5% | -25.6% | +9.3% |
| 1Y | +36.4% | +75.7% | -39.3% | +12.7% |
| 3Y | +90.0% | +200.8% | -110.8% | +29.5% |
| 5Y | +46.6% | +155.8% | -109.2% | +1.8% |
| 10Y | +132.3% | +266.4% | -134.1% | +32.8% |
| All | +132.3% | +262.1% | -129.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling