+83.4%
EMR vs STZ
-29.7%
+113.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -1.6% | +4.9% | -6.5% | -2.6% |
| 30D | +2.0% | +20.9% | -18.9% | -2.7% |
| 3M | +3.8% | +8.0% | -4.2% | +1.7% |
| 6M | +10.5% | -5.3% | +15.8% | +11.7% |
| YTD | +23.7% | +5.9% | +17.8% | +20.2% |
| 1Y | +25.4% | +14.2% | +11.2% | +19.0% |
| 3Y | +86.6% | -37.0% | +123.5% | +107.1% |
| All | +83.4% | -29.7% | +113.1% | +85.3% |
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 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