+267.8%
EMR vs STT
+264.2%
+3.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | +3.1% | +2.2% | +0.9% | +1.8% |
| 30D | -3.5% | +3.9% | -7.4% | -5.6% |
| 3M | +9.8% | +19.2% | -9.4% | -0.8% |
| 6M | +10.8% | +60.4% | -49.6% | -15.2% |
| YTD | +15.9% | +51.5% | -35.5% | -8.4% |
| 1Y | +16.4% | +76.3% | -59.9% | -15.6% |
| 3Y | +62.1% | +200.7% | -138.6% | -13.3% |
| 5Y | +62.9% | +157.5% | -94.5% | -10.4% |
| 10Y | +267.8% | +262.0% | +5.8% | +48.8% |
| All | +267.8% | +264.2% | +3.6% | +48.8% |
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