+1,912.6%
STM vs EME
+61,143.5%
-59,230.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.2% |
| 7D | +5.8% | +1.9% | +3.9% | +5.0% |
| 30D | -1.0% | -8.3% | +7.3% | +2.7% |
| 3M | -33.3% | -10.7% | -22.5% | -29.8% |
| 6M | +57.4% | +1.9% | +55.5% | +56.8% |
| YTD | +102.2% | +23.5% | +78.7% | +85.7% |
| 1Y | +99.6% | +18.0% | +81.6% | +83.6% |
| 3Y | +14.5% | +236.1% | -221.6% | -33.9% |
| 5Y | +21.4% | +527.9% | -506.5% | -46.3% |
| 10Y | +695.0% | +1,252.8% | -557.8% | +152.8% |
| All | +1,912.6% | +61,143.5% | -59,230.9% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling