+854.3%
EEM vs STT
+851.1%
+3.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | +4.5% | +3.9% | +0.7% | +2.9% |
| 3M | -0.1% | +20.0% | -20.0% | -6.9% |
| 6M | +16.9% | +55.3% | -38.4% | -1.4% |
| YTD | +26.2% | +53.3% | -27.1% | +6.7% |
| 1Y | +40.5% | +74.7% | -34.2% | +12.8% |
| 3Y | +86.2% | +205.8% | -119.6% | +18.5% |
| 5Y | +45.5% | +145.0% | -99.5% | -3.4% |
| 10Y | +128.6% | +266.0% | -137.4% | +19.0% |
| All | +854.3% | +851.1% | +3.2% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling