+280.3%
EMR vs STZ
+12.6%
+267.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | +2.1% | +14.7% | -12.6% | -3.6% |
| 3M | +2.3% | +8.8% | -6.6% | -1.8% |
| 6M | +22.5% | +3.1% | +19.4% | +19.4% |
| YTD | +27.2% | +7.9% | +19.3% | +20.3% |
| 1Y | +28.0% | +14.2% | +13.9% | +17.9% |
| 3Y | +103.4% | -35.2% | +138.6% | +133.6% |
| 5Y | +88.2% | -29.6% | +117.7% | +103.6% |
| All | +280.3% | +12.6% | +267.7% | +252.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling