+46.6%
EEM vs STZ
-38.0%
+84.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.0% | -6.0% | +8.0% | +2.9% |
| 30D | +5.1% | -8.9% | +14.0% | +6.4% |
| 3M | +4.6% | -12.6% | +17.1% | +6.4% |
| 6M | +17.8% | -17.2% | +35.0% | +20.6% |
| YTD | +25.8% | -10.0% | +35.8% | +26.1% |
| 1Y | +36.4% | -14.3% | +50.7% | +37.9% |
| 3Y | +90.0% | -49.9% | +139.9% | +114.1% |
| 5Y | +46.6% | -38.2% | +84.8% | +51.5% |
| All | +46.6% | -38.0% | +84.5% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling