+155.8%
STT vs EME
+544.7%
-389.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +1.0% | +2.7% | -1.8% | 0.0% |
| 30D | +2.8% | -6.8% | +9.6% | +5.0% |
| 3M | +18.1% | -8.8% | +27.0% | +20.6% |
| 6M | +59.2% | +5.0% | +54.2% | +54.0% |
| YTD | +51.5% | +23.5% | +28.0% | +37.3% |
| 1Y | +75.7% | +21.3% | +54.4% | +57.3% |
| 3Y | +200.8% | +241.1% | -40.3% | +53.2% |
| 5Y | +155.8% | +549.2% | -393.4% | -19.5% |
| All | +155.8% | +544.7% | -389.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling