+125.7%
EEM vs STZ
-10.3%
+136.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.6% |
| 7D | -0.7% | -4.1% | +3.4% | +0.2% |
| 30D | +2.4% | -7.6% | +10.0% | +4.2% |
| 3M | +4.2% | -12.3% | +16.4% | +7.0% |
| 6M | +14.8% | -16.3% | +31.1% | +18.9% |
| YTD | +23.1% | -8.4% | +31.5% | +23.8% |
| 1Y | +32.5% | -10.8% | +43.4% | +33.9% |
| 3Y | +85.9% | -49.0% | +134.9% | +116.6% |
| 5Y | +43.6% | -36.5% | +80.0% | +54.6% |
| All | +125.7% | -10.3% | +136.0% | +113.1% |
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