+126.7%
EMB vs STT
+220.5%
-93.8%
-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% | -0.2% | 0.0% |
| 7D | -0.1% | -2.5% | +2.4% | +0.1% |
| 30D | +1.3% | -5.0% | +6.3% | +1.6% |
| 3M | -2.2% | -10.5% | +8.2% | -1.6% |
| 6M | -2.3% | +10.0% | -12.4% | -3.0% |
| YTD | -0.6% | +30.7% | -31.3% | -2.4% |
| 1Y | +0.5% | +43.8% | -43.3% | -1.9% |
| 3Y | +29.4% | +168.1% | -138.7% | +21.2% |
| 5Y | +6.5% | +101.4% | -94.9% | +0.6% |
| 10Y | +29.8% | +211.3% | -181.5% | +18.1% |
| All | +126.7% | +220.5% | -93.8% | +97.4% |
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