+33.6%
EEM vs STT
+109.6%
-76.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | -9.3% | -1.9% | -7.4% | -8.8% |
| 3M | -7.1% | -7.6% | +0.5% | -4.8% |
| 6M | -10.4% | +16.0% | -26.4% | -14.3% |
| YTD | +11.3% | +36.2% | -24.9% | +1.3% |
| 1Y | +11.3% | +46.8% | -35.5% | -1.0% |
| 3Y | +69.6% | +177.8% | -108.2% | +24.0% |
| 5Y | +33.6% | +105.8% | -72.2% | +2.7% |
| All | +33.6% | +109.6% | -76.0% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling