+13.8%
EEM vs STZ
+12.3%
+1.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.3% |
| 7D | +0.7% | -0.9% | +1.6% | +0.6% |
| 30D | -6.2% | +14.9% | -21.1% | -4.8% |
| 3M | -5.2% | +8.4% | -13.6% | -3.9% |
| 6M | -8.1% | +2.8% | -11.0% | -6.7% |
| YTD | +14.0% | +7.5% | +6.5% | +13.4% |
| All | +13.8% | +12.3% | +1.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling