+3,912.1%
EMR vs STT
+7,372.9%
-3,460.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -5.6% | +3.9% | -9.5% | -6.9% |
| 3M | +7.9% | +20.0% | -12.0% | +1.2% |
| 6M | +6.0% | +55.3% | -49.3% | -9.0% |
| YTD | +16.4% | +53.3% | -36.9% | +0.4% |
| 1Y | +16.6% | +74.7% | -58.1% | -3.9% |
| 3Y | +62.9% | +205.8% | -143.0% | +10.7% |
| 5Y | +60.1% | +145.0% | -84.9% | +14.4% |
| 10Y | +268.8% | +266.0% | +2.7% | +127.8% |
| All | +3,912.1% | +7,372.9% | -3,460.9% | +787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling