+6.1%
EMB vs STT
+100.0%
-94.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.1% | -2.5% | +2.4% | +0.2% |
| 30D | +1.3% | -5.0% | +6.3% | +2.0% |
| 3M | -2.7% | -10.5% | +7.7% | -1.3% |
| 6M | -2.8% | +10.0% | -12.8% | -4.4% |
| YTD | -1.1% | +30.7% | -31.8% | -5.3% |
| 1Y | 0.0% | +43.8% | -43.8% | -5.6% |
| 3Y | +28.8% | +168.1% | -139.3% | +9.2% |
| All | +6.1% | +100.0% | -94.0% | -10.2% |
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