+1,284.9%
EME vs STZ
-10.3%
+1,295.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.4% |
| 7D | +0.9% | -4.1% | +5.0% | +2.1% |
| 30D | -8.4% | -7.6% | -0.8% | -6.4% |
| 3M | -3.6% | -12.3% | +8.7% | -0.3% |
| 6M | +3.6% | -16.3% | +19.9% | +8.4% |
| YTD | +22.5% | -8.4% | +30.9% | +23.0% |
| 1Y | +18.2% | -10.8% | +29.0% | +19.4% |
| 3Y | +238.4% | -49.0% | +287.3% | +311.1% |
| 5Y | +550.5% | -36.5% | +587.0% | +608.2% |
| All | +1,284.9% | -10.3% | +1,295.2% | +1,243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling