+260.3%
STT vs EME
+1,301.6%
-1,041.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -1.4% | +0.9% | -2.3% | -1.9% |
| 30D | +2.2% | -8.4% | +10.6% | +6.1% |
| 3M | +18.8% | -3.6% | +22.4% | +18.8% |
| 6M | +57.9% | +3.6% | +54.4% | +51.2% |
| YTD | +51.0% | +22.5% | +28.5% | +31.7% |
| 1Y | +77.1% | +18.2% | +59.0% | +53.8% |
| 3Y | +199.8% | +238.4% | -38.5% | +31.3% |
| 5Y | +156.0% | +550.5% | -394.6% | -27.6% |
| All | +260.3% | +1,301.6% | -1,041.2% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling