+7.3%
EMB vs STT
+150.3%
-143.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +0.3% | +2.2% | -1.9% | 0.0% |
| 30D | -0.5% | +3.9% | -4.4% | -1.0% |
| 3M | +0.3% | +19.2% | -18.9% | -2.2% |
| 6M | +1.2% | +60.4% | -59.2% | -5.4% |
| YTD | +1.5% | +51.5% | -50.0% | -4.5% |
| 1Y | +4.8% | +76.3% | -71.5% | -3.6% |
| 3Y | +30.4% | +200.7% | -170.4% | +9.6% |
| 5Y | +7.3% | +157.5% | -150.2% | -10.7% |
| All | +7.3% | +150.3% | -143.1% | -10.7% |
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