+7.5%
EMB vs STT
+104.1%
-96.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.9% | +4.8% | -5.7% | -1.6% |
| 30D | +0.4% | +3.9% | -3.6% | -0.2% |
| 3M | -3.1% | -8.2% | +5.0% | -2.0% |
| 6M | -2.1% | +15.6% | -17.7% | -4.3% |
| YTD | -1.1% | +37.6% | -38.7% | -6.0% |
| 1Y | -0.1% | +50.1% | -50.2% | -6.2% |
| 3Y | +29.6% | +183.1% | -153.5% | +8.9% |
| All | +7.5% | +104.1% | -96.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling