+36.5%
EMB vs STT
+198.7%
-162.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.7% | +5.1% | -5.8% | -1.3% |
| 30D | +0.5% | -0.2% | +0.8% | +0.5% |
| 3M | -2.5% | -8.1% | +5.7% | -1.5% |
| 6M | -2.0% | +16.6% | -18.7% | -4.1% |
| YTD | -0.9% | +37.8% | -38.7% | -5.1% |
| 1Y | -0.3% | +46.8% | -47.1% | -5.4% |
| 3Y | +29.2% | +181.2% | -152.0% | +12.0% |
| 5Y | +7.4% | +105.1% | -97.7% | -4.9% |
| All | +36.5% | +198.7% | -162.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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