+479.4%
STM vs EMB
+132.1%
+347.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | +5.8% | 0.0% | +5.8% | +5.8% |
| 30D | -1.0% | -0.3% | -0.7% | -0.7% |
| 3M | -33.3% | -0.4% | -32.8% | -32.6% |
| 6M | +57.4% | +0.1% | +57.2% | +58.6% |
| YTD | +102.2% | +1.6% | +100.6% | +100.7% |
| 1Y | +99.6% | +5.6% | +94.0% | +90.0% |
| 3Y | +14.5% | +29.8% | -15.3% | -11.5% |
| 5Y | +21.4% | +7.3% | +14.1% | +14.3% |
| 10Y | +695.0% | +30.4% | +664.5% | +562.6% |
| All | +479.4% | +132.1% | +347.3% | +334.1% |
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