+125.2%
EEM vs STZ
+12.2%
+113.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | -6.2% | +14.9% | -21.1% | -9.3% |
| 3M | -5.2% | +8.4% | -13.6% | -7.3% |
| 6M | -8.1% | +2.8% | -11.0% | -9.4% |
| YTD | +14.0% | +7.5% | +6.5% | +10.2% |
| 1Y | +13.8% | +12.5% | +1.3% | +8.5% |
| 3Y | +73.7% | -35.4% | +109.2% | +89.8% |
| 5Y | +34.6% | -29.3% | +63.8% | +41.4% |
| All | +125.2% | +12.2% | +113.0% | +106.3% |
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