+96.5%
STM vs EMR
+25.6%
+70.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -7.9% |
| 7D | -6.0% | +1.6% | -7.6% | -7.2% |
| 30D | -20.9% | +5.0% | -25.9% | -23.7% |
| 3M | -15.8% | +7.7% | -23.4% | -20.3% |
| 6M | -17.0% | +26.8% | -43.8% | -30.3% |
| YTD | +76.8% | +29.9% | +46.9% | +42.3% |
| 1Y | +96.5% | +25.7% | +70.8% | +61.6% |
| All | +96.5% | +25.6% | +70.8% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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