+96.5%
STM vs EME
-3.1%
+99.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.6% | +3.6% | +0.7% |
| 7D | -6.0% | -5.8% | -0.2% | -2.1% |
| 30D | -20.9% | -17.9% | -3.0% | -9.3% |
| 3M | -15.8% | -22.0% | +6.2% | +0.2% |
| 6M | -17.0% | -29.7% | +12.7% | +5.7% |
| YTD | +76.8% | +4.7% | +72.1% | +80.2% |
| 1Y | +96.5% | -2.1% | +98.6% | +108.8% |
| All | +96.5% | -3.1% | +99.6% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling