+1,693.1%
STM vs EME
+53,750.9%
-52,057.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +16.3% | +11.3% | +5.0% | +11.2% |
| 30D | -6.3% | -14.6% | +8.3% | +0.5% |
| 3M | -14.1% | -20.4% | +6.3% | -5.0% |
| 6M | -19.6% | -28.3% | +8.7% | -7.1% |
| YTD | +80.1% | +8.6% | +71.6% | +75.4% |
| 1Y | +95.4% | +3.2% | +92.1% | +93.9% |
| 3Y | +14.7% | +216.8% | -202.1% | -31.7% |
| 5Y | -5.4% | +417.5% | -422.9% | -54.4% |
| 10Y | +465.5% | +922.2% | -456.7% | +101.9% |
| All | +1,693.1% | +53,750.9% | -52,057.8% | +163.8% |
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 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