+422.5%
STM vs EMR
+319.4%
+103.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.3% | +3.5% |
| 7D | -5.6% | +2.1% | -7.7% | -6.8% |
| 30D | -14.4% | +4.8% | -19.2% | -16.8% |
| 3M | -20.5% | +7.5% | -27.9% | -24.1% |
| 6M | -24.5% | +20.9% | -45.4% | -34.1% |
| YTD | +72.7% | +29.2% | +43.5% | +42.4% |
| 1Y | +91.0% | +33.0% | +58.1% | +54.2% |
| 3Y | +13.5% | +109.8% | -96.2% | -35.2% |
| 5Y | -9.2% | +91.9% | -101.1% | -45.0% |
| 10Y | +422.5% | +301.5% | +121.0% | +113.3% |
| All | +422.5% | +319.4% | +103.1% | +113.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling