+21.1%
STM vs EME
+249.1%
-228.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.7% |
| 7D | +5.2% | +5.2% | 0.0% | +2.8% |
| 30D | -7.4% | -5.4% | -2.0% | -5.0% |
| 3M | -30.6% | -6.1% | -24.5% | -28.7% |
| 6M | +66.4% | +9.7% | +56.7% | +61.6% |
| YTD | +101.1% | +26.6% | +74.6% | +84.9% |
| 1Y | +97.4% | +24.6% | +72.7% | +78.1% |
| 3Y | +21.1% | +249.6% | -228.4% | -30.7% |
| All | +21.1% | +249.1% | -228.0% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling