+62.7%
EMR vs STZ
-33.3%
+96.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -5.6% | -1.9% | -3.7% | -5.3% |
| 3M | +7.9% | -6.2% | +14.2% | +9.3% |
| 6M | +6.0% | -14.0% | +20.0% | +9.7% |
| YTD | +16.4% | -5.1% | +21.6% | +16.4% |
| 1Y | +16.6% | -9.6% | +26.2% | +18.0% |
| 3Y | +62.9% | -47.2% | +110.1% | +91.7% |
| All | +62.7% | -33.3% | +96.0% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling