+277.4%
EMR vs STZ
-13.0%
+290.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.9% | -6.0% | +6.9% | +3.3% |
| 30D | -5.0% | -8.9% | +3.9% | -1.6% |
| 3M | +5.9% | -12.6% | +18.5% | +10.9% |
| 6M | +7.3% | -17.2% | +24.5% | +14.3% |
| YTD | +14.6% | -10.0% | +24.6% | +17.1% |
| 1Y | +15.6% | -14.3% | +29.9% | +20.2% |
| 3Y | +60.2% | -49.9% | +110.1% | +105.0% |
| 5Y | +65.8% | -38.2% | +104.1% | +88.6% |
| 10Y | +277.4% | -12.0% | +289.4% | +265.3% |
| All | +277.4% | -13.0% | +290.4% | +265.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling