+97.4%
STM vs EMR
+16.0%
+81.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +5.2% | +3.1% | +2.1% | +3.1% |
| 30D | -7.4% | -3.5% | -3.8% | -5.1% |
| 3M | -30.6% | +9.8% | -40.4% | -35.3% |
| 6M | +66.4% | +10.8% | +55.6% | +53.1% |
| YTD | +101.1% | +15.9% | +85.2% | +78.8% |
| 1Y | +97.4% | +16.4% | +80.9% | +73.3% |
| All | +97.4% | +16.0% | +81.3% | +73.3% |
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 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