+363.5%
STM vs EMB
+126.0%
+237.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -10.7% | -0.1% | -10.6% | -10.7% |
| 30D | -25.7% | +1.3% | -27.0% | -26.9% |
| 3M | -21.6% | -2.7% | -18.8% | -19.0% |
| 6M | -27.8% | -2.8% | -25.0% | -24.9% |
| YTD | +61.8% | -1.1% | +62.9% | +65.7% |
| 1Y | +78.1% | 0.0% | +78.1% | +80.3% |
| 3Y | +4.9% | +28.8% | -23.9% | -18.1% |
| 5Y | -14.3% | +6.0% | -20.2% | -17.8% |
| 10Y | +414.1% | +29.1% | +384.9% | +338.4% |
| All | +363.5% | +126.0% | +237.6% | +258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling