+284.5%
EMR vs STZ
+9.8%
+274.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -1.6% | +4.9% | -6.5% | -3.4% |
| 30D | +2.0% | +20.9% | -18.9% | -5.8% |
| 3M | +3.8% | +8.0% | -4.2% | -0.1% |
| 6M | +10.5% | -5.3% | +15.8% | +11.5% |
| YTD | +23.7% | +5.9% | +17.8% | +17.8% |
| 1Y | +25.4% | +14.2% | +11.2% | +15.3% |
| 3Y | +86.6% | -37.0% | +123.5% | +116.6% |
| 5Y | +83.0% | -29.7% | +112.7% | +97.7% |
| All | +284.5% | +9.8% | +274.7% | +257.0% |
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