+301.5%
EMR vs STT
+211.9%
+89.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.2% | +2.6% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +4.8% | -2.3% | +7.1% | +6.2% |
| 3M | +7.5% | -7.0% | +14.5% | +11.9% |
| 6M | +20.9% | +15.5% | +5.4% | +11.1% |
| YTD | +29.2% | +35.6% | -6.4% | +8.6% |
| 1Y | +33.0% | +47.9% | -14.9% | +6.5% |
| 3Y | +109.8% | +181.1% | -71.3% | +16.9% |
| 5Y | +91.9% | +108.2% | -16.2% | +19.9% |
| 10Y | +301.5% | +201.0% | +100.5% | +82.8% |
| All | +301.5% | +211.9% | +89.7% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling