+281.9%
EMR vs STZ
-13.5%
+295.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.8% |
| 7D | +3.1% | -7.4% | +10.4% | +6.1% |
| 30D | -3.5% | -10.9% | +7.4% | +0.7% |
| 3M | +9.8% | -13.4% | +23.2% | +15.4% |
| 6M | +10.8% | -16.2% | +27.0% | +17.4% |
| YTD | +15.9% | -10.4% | +26.4% | +18.7% |
| 1Y | +16.4% | -14.8% | +31.2% | +21.3% |
| 3Y | +62.1% | -50.1% | +112.2% | +107.9% |
| 5Y | +62.9% | -38.8% | +101.7% | +86.1% |
| All | +281.9% | -13.5% | +295.4% | +270.4% |
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