+16.7%
STM vs EMR
+103.4%
-86.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +12.0% | +2.8% | +9.2% | +9.6% |
| 30D | -0.4% | +3.7% | -4.0% | -2.5% |
| 3M | -13.2% | +2.0% | -15.2% | -14.0% |
| 6M | -26.1% | +22.1% | -48.2% | -36.3% |
| YTD | +81.2% | +27.2% | +53.9% | +48.9% |
| 1Y | +98.3% | +32.0% | +66.3% | +58.4% |
| 3Y | +16.7% | +103.3% | -86.5% | -30.2% |
| All | +16.7% | +103.4% | -86.7% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling