+549.2%
EME vs STZ
-38.0%
+587.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | +2.7% | -6.0% | +8.8% | +3.6% |
| 30D | -6.8% | -8.9% | +2.1% | -5.7% |
| 3M | -8.8% | -12.6% | +3.7% | -7.3% |
| 6M | +5.0% | -17.2% | +22.2% | +7.6% |
| YTD | +23.5% | -10.0% | +33.5% | +23.4% |
| 1Y | +21.3% | -14.3% | +35.6% | +22.4% |
| 3Y | +241.1% | -49.9% | +291.0% | +291.7% |
| 5Y | +549.2% | -38.2% | +587.4% | +520.2% |
| All | +549.2% | -38.0% | +587.1% | +520.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling