+195.6%
STT vs EME
+240.3%
-44.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | +1.0% | +2.7% | -1.8% | +0.3% |
| 30D | +2.8% | -6.8% | +9.6% | +4.4% |
| 3M | +18.1% | -8.8% | +27.0% | +19.8% |
| 6M | +59.2% | +5.0% | +54.2% | +55.9% |
| YTD | +51.5% | +23.5% | +28.0% | +42.1% |
| 1Y | +75.7% | +21.3% | +54.4% | +63.6% |
| All | +195.6% | +240.3% | -44.8% | +114.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling