+249.6%
EME vs STZ
-50.3%
+299.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.6% | +8.1% | +2.5% |
| 7D | +5.2% | -7.4% | +12.5% | +5.1% |
| 30D | -5.4% | -10.9% | +5.5% | -5.4% |
| 3M | -6.1% | -13.4% | +7.3% | -6.0% |
| 6M | +9.7% | -16.2% | +25.9% | +9.9% |
| YTD | +26.6% | -10.4% | +37.0% | +25.8% |
| 1Y | +24.6% | -14.8% | +39.4% | +24.1% |
| 3Y | +249.6% | -50.1% | +299.7% | +259.0% |
| All | +249.6% | -50.3% | +299.9% | +259.0% |
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