-2.1%
EME vs STZ
+14.7%
-16.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.3% | -15.0% | -8.4% |
| 7D | -5.8% | +13.0% | -18.8% | -3.1% |
| 30D | -17.9% | +29.4% | -47.3% | -13.8% |
| 3M | -22.0% | +11.6% | -33.6% | -19.7% |
| 6M | -29.7% | -0.2% | -29.5% | -27.7% |
| YTD | +4.7% | +8.6% | -3.8% | +5.4% |
| 1Y | -2.1% | +15.9% | -18.1% | -0.6% |
| All | -2.1% | +14.7% | -16.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling