+2,038.9%
STX vs EEM
+121.8%
+1,917.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | +0.3% |
| 7D | +16.8% | +5.3% | +11.5% | +11.2% |
| 30D | -27.0% | -7.0% | -20.0% | -20.5% |
| 3M | -37.9% | -8.0% | -29.9% | -31.4% |
| 6M | -32.5% | -6.6% | -25.9% | -25.4% |
| YTD | +98.6% | +12.3% | +86.3% | +87.7% |
| 1Y | +93.6% | +12.2% | +81.4% | +83.8% |
| 3Y | +699.1% | +71.2% | +627.8% | +428.8% |
| 5Y | +481.0% | +32.2% | +448.8% | +375.8% |
| All | +2,038.9% | +121.8% | +1,917.1% | +986.0% |
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