+1,808.6%
STM vs EMR
+2,404.9%
-596.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | -1.6% | -9.2% | -9.6% |
| 30D | -25.7% | +2.0% | -27.7% | -26.4% |
| 3M | -21.6% | +3.8% | -25.4% | -23.2% |
| 6M | -27.8% | +10.5% | -38.3% | -32.6% |
| YTD | +61.8% | +23.7% | +38.0% | +38.3% |
| 1Y | +78.1% | +25.4% | +52.7% | +50.8% |
| 3Y | +4.9% | +86.6% | -81.7% | -34.2% |
| 5Y | -14.3% | +83.0% | -97.3% | -45.3% |
| 10Y | +414.1% | +319.5% | +94.6% | +72.6% |
| All | +1,808.6% | +2,404.9% | -596.3% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling