+392.6%
STM vs EMB
+28.9%
+363.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | -0.1% | -10.6% | -10.6% |
| 30D | -25.7% | +1.3% | -27.0% | -27.6% |
| 3M | -21.6% | -2.2% | -19.3% | -18.1% |
| 6M | -27.8% | -2.3% | -25.5% | -23.7% |
| YTD | +61.8% | -0.6% | +62.4% | +66.4% |
| 1Y | +78.1% | +0.5% | +77.6% | +79.6% |
| 3Y | +4.9% | +29.4% | -24.5% | -32.1% |
| 5Y | -14.3% | +6.5% | -20.7% | -18.4% |
| All | +392.6% | +28.9% | +363.7% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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