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  • STRL vs EME✓SelectedUSD · EMESTRL vs EME performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,868.9%
EME return
+61,143.5%
Excess return
-46,274.6%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D+5.8%+1.7%+4.0%+4.9%
7D+3.4%+1.9%+1.5%+2.5%
30D-9.2%-8.3%-1.0%-4.9%
3M-51.0%-10.7%-40.3%-47.1%
6M+15.8%+1.9%+13.9%+19.6%
YTD+58.9%+23.5%+35.4%+50.7%
1Y+68.5%+18.0%+50.6%+64.6%
3Y+485.2%+236.1%+249.1%+277.5%
5Y+2,005.1%+527.9%+1,477.2%+946.6%
10Y+7,118.0%+1,252.8%+5,865.2%+2,638.4%
All+14,868.9%+61,143.5%-46,274.6%+2,781.4%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 EME 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