+53,162.3%
EME vs STZ
+3,660.1%
+49,502.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +8.4% | +2.6% | +5.8% | +7.7% |
| 30D | -11.5% | +15.2% | -26.7% | -15.2% |
| 3M | -20.6% | +7.6% | -28.3% | -22.9% |
| 6M | -28.5% | +5.3% | -33.8% | -30.5% |
| YTD | +8.0% | +8.6% | -0.6% | +3.2% |
| 1Y | +6.8% | +15.6% | -8.8% | 0.0% |
| 3Y | +213.9% | -35.2% | +249.1% | +238.8% |
| 5Y | +414.8% | -29.1% | +443.9% | +438.3% |
| 10Y | +916.9% | +12.9% | +904.0% | +817.9% |
| All | +53,162.3% | +3,660.1% | +49,502.2% | +21,929.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling