+644.6%
STM vs EME
+1,301.6%
-657.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -1.1% | +0.9% | -2.0% | -1.6% |
| 30D | -7.8% | -8.4% | +0.6% | -3.5% |
| 3M | -28.2% | -3.6% | -24.6% | -26.7% |
| 6M | +52.0% | +3.6% | +48.4% | +49.7% |
| YTD | +96.4% | +22.5% | +73.9% | +76.8% |
| 1Y | +98.8% | +18.2% | +80.6% | +77.7% |
| 3Y | +18.3% | +238.4% | -220.1% | -44.7% |
| 5Y | +17.7% | +550.5% | -532.8% | -63.4% |
| All | +644.6% | +1,301.6% | -657.0% | +34.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling