+131.7%
EMB vs STT
+276.0%
-144.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -0.3% | +3.9% | -4.2% | -0.5% |
| 3M | -0.4% | +20.0% | -20.4% | -1.6% |
| 6M | +0.1% | +55.3% | -55.2% | -2.7% |
| YTD | +1.6% | +53.3% | -51.7% | -1.2% |
| 1Y | +5.6% | +74.7% | -69.1% | +1.8% |
| 3Y | +29.8% | +205.8% | -176.0% | +20.5% |
| 5Y | +7.3% | +145.0% | -137.7% | +0.2% |
| 10Y | +30.4% | +266.0% | -235.6% | +17.6% |
| All | +131.7% | +276.0% | -144.3% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling