+194.0%
STT vs EME
+905.2%
-711.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.8% | +8.4% | -3.6% | +0.9% |
| 30D | +3.9% | -11.5% | +15.4% | +9.2% |
| 3M | -8.2% | -20.6% | +12.5% | +0.9% |
| 6M | +15.6% | -28.5% | +44.1% | +31.6% |
| YTD | +37.6% | +8.0% | +29.6% | +25.9% |
| 1Y | +50.1% | +6.8% | +43.4% | +37.8% |
| 3Y | +183.1% | +213.9% | -30.8% | +26.2% |
| 5Y | +104.8% | +414.8% | -310.0% | -35.0% |
| All | +194.0% | +905.2% | -711.2% | -38.5% |
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