+16.7%
STM vs EMR
+102.7%
-86.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +12.0% | +2.5% | +9.5% | +9.9% |
| 30D | -0.4% | +3.3% | -3.7% | -2.2% |
| 3M | -13.2% | +1.7% | -14.8% | -13.7% |
| 6M | -26.1% | +21.7% | -47.7% | -36.1% |
| YTD | +81.2% | +26.8% | +54.4% | +49.3% |
| 1Y | +98.3% | +31.6% | +66.8% | +58.9% |
| 3Y | +16.7% | +102.5% | -85.8% | -30.1% |
| All | +16.7% | +102.7% | -86.0% | -30.1% |
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