+91.0%
EEM vs STZ
-50.3%
+141.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.7% |
| 7D | +3.1% | -7.4% | +10.5% | +3.8% |
| 30D | +4.9% | -10.9% | +15.7% | +6.0% |
| 3M | +5.2% | -13.4% | +18.7% | +6.6% |
| 6M | +20.7% | -16.2% | +36.9% | +22.6% |
| YTD | +26.5% | -10.4% | +36.9% | +26.3% |
| 1Y | +37.8% | -14.8% | +52.6% | +38.8% |
| 3Y | +91.0% | -50.1% | +141.1% | +106.3% |
| All | +91.0% | -50.3% | +141.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling