+3,621.5%
STX vs EEM
+128.0%
+3,493.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | +9.6% | +2.0% | +7.6% | +7.6% |
| 30D | +10.6% | +5.1% | +5.5% | +5.9% |
| 3M | +4.8% | +4.6% | +0.2% | +2.1% |
| 6M | +137.3% | +17.8% | +119.5% | +108.3% |
| YTD | +222.5% | +25.8% | +196.7% | +169.5% |
| 1Y | +366.2% | +36.4% | +329.8% | +266.3% |
| 3Y | +1,352.9% | +90.0% | +1,262.9% | +760.1% |
| 5Y | +1,077.4% | +46.6% | +1,030.9% | +761.4% |
| 10Y | +3,621.5% | +132.3% | +3,489.2% | +1,788.6% |
| All | +3,621.5% | +128.0% | +3,493.5% | +1,788.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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