+100.8%
STM vs EME
+19.7%
+81.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.5% |
| 7D | +1.7% | +2.7% | -1.1% | +0.2% |
| 30D | -5.2% | -6.8% | +1.6% | -1.6% |
| 3M | -29.6% | -8.8% | -20.8% | -26.3% |
| 6M | +54.4% | +5.0% | +49.4% | +55.0% |
| YTD | +99.5% | +23.5% | +76.0% | +94.8% |
| 1Y | +100.8% | +21.3% | +79.4% | +96.8% |
| All | +100.8% | +19.7% | +81.1% | +96.8% |
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