+213.9%
EME vs STZ
-34.9%
+248.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +8.4% | +2.6% | +5.8% | +8.5% |
| 30D | -11.5% | +15.2% | -26.7% | -10.7% |
| 3M | -20.6% | +7.6% | -28.3% | -19.9% |
| 6M | -28.5% | +5.3% | -33.8% | -27.8% |
| YTD | +8.0% | +8.6% | -0.6% | +8.4% |
| 1Y | +6.8% | +15.6% | -8.8% | +6.8% |
| 3Y | +213.9% | -35.2% | +249.1% | +213.4% |
| All | +213.9% | -34.9% | +248.8% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling