+60,787.5%
EME vs STZ
+3,183.9%
+57,603.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | -8.3% | -1.9% | -6.4% | -8.0% |
| 3M | -10.7% | -6.2% | -4.5% | -9.7% |
| 6M | +1.9% | -14.0% | +15.9% | +5.3% |
| YTD | +23.5% | -5.1% | +28.6% | +23.3% |
| 1Y | +18.0% | -9.6% | +27.5% | +19.1% |
| 3Y | +236.1% | -47.2% | +283.3% | +287.2% |
| 5Y | +527.9% | -33.6% | +561.5% | +573.0% |
| 10Y | +1,252.8% | -9.8% | +1,262.5% | +1,203.7% |
| All | +60,787.5% | +3,183.9% | +57,603.6% | +26,232.5% |
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