+21.0%
STM vs EMR
+60.6%
-39.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +0.5% |
| 7D | +5.8% | -1.5% | +7.3% | +7.0% |
| 30D | -1.0% | -5.6% | +4.6% | +3.4% |
| 3M | -33.3% | +7.9% | -41.2% | -37.5% |
| 6M | +57.4% | +6.0% | +51.3% | +49.3% |
| YTD | +102.2% | +16.4% | +85.7% | +76.2% |
| 1Y | +99.6% | +16.6% | +83.0% | +72.5% |
| 3Y | +14.5% | +62.9% | -48.3% | -26.0% |
| All | +21.0% | +60.6% | -39.6% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling