+854.3%
EEM vs STZ
+1,115.9%
-261.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.0% |
| 30D | +4.5% | -1.9% | +6.4% | +5.0% |
| 3M | -0.1% | -6.2% | +6.2% | +1.5% |
| 6M | +16.9% | -14.0% | +31.0% | +21.9% |
| YTD | +26.2% | -5.1% | +31.3% | +26.0% |
| 1Y | +40.5% | -9.6% | +50.1% | +42.2% |
| 3Y | +86.2% | -47.2% | +133.4% | +125.6% |
| 5Y | +45.5% | -33.6% | +79.0% | +58.3% |
| 10Y | +128.6% | -9.8% | +138.4% | +105.1% |
| All | +854.3% | +1,115.9% | -261.7% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling