+121.1%
EEM vs STZ
+13.4%
+107.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +2.7% | +2.6% | +0.1% | +2.1% |
| 30D | -5.4% | +15.2% | -20.6% | -8.5% |
| 3M | -8.6% | +7.6% | -16.3% | -10.5% |
| 6M | -8.9% | +5.3% | -14.2% | -10.7% |
| YTD | +11.9% | +8.6% | +3.3% | +7.9% |
| 1Y | +13.1% | +15.6% | -2.5% | +7.1% |
| 3Y | +70.7% | -35.2% | +105.8% | +86.3% |
| 5Y | +31.8% | -29.1% | +60.9% | +38.5% |
| All | +121.1% | +13.4% | +107.7% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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