+280.6%
EMR vs STT
+199.5%
+81.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | +2.8% | -0.4% | +3.3% | +3.1% |
| 3M | +2.0% | -6.5% | +8.5% | +5.8% |
| 6M | +20.7% | +17.2% | +3.5% | +10.1% |
| YTD | +27.3% | +38.2% | -10.9% | +5.9% |
| 1Y | +31.0% | +49.3% | -18.3% | +4.4% |
| 3Y | +103.6% | +181.9% | -78.3% | +13.3% |
| 5Y | +88.6% | +106.9% | -18.4% | +18.3% |
| All | +280.6% | +199.5% | +81.1% | +75.9% |
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