+761.8%
EEM vs STT
+757.3%
+4.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +0.7% | +0.4% | +0.2% | +0.6% |
| 30D | -6.2% | -0.4% | -5.8% | -6.0% |
| 3M | -5.2% | -6.5% | +1.3% | -2.8% |
| 6M | -8.1% | +17.2% | -25.3% | -13.7% |
| YTD | +14.0% | +38.2% | -24.2% | +0.3% |
| 1Y | +13.8% | +49.3% | -35.5% | -2.8% |
| 3Y | +73.7% | +181.9% | -108.2% | +14.2% |
| 5Y | +34.6% | +106.9% | -72.4% | -4.4% |
| 10Y | +123.6% | +203.1% | -79.6% | +25.5% |
| All | +761.8% | +757.3% | +4.5% | +130.7% |
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 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