+1,144.9%
STX vs EEM
+45.8%
+1,099.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.3% |
| 7D | +10.7% | +3.1% | +7.7% | +7.0% |
| 30D | +11.3% | +4.9% | +6.4% | +5.8% |
| 3M | +3.2% | +5.2% | -2.0% | -0.9% |
| 6M | +157.0% | +20.7% | +136.3% | +113.9% |
| YTD | +229.2% | +26.5% | +202.7% | +164.3% |
| 1Y | +381.8% | +37.8% | +344.0% | +259.4% |
| 3Y | +1,383.2% | +91.0% | +1,292.2% | +713.2% |
| 5Y | +1,144.9% | +47.0% | +1,097.8% | +742.5% |
| All | +1,144.9% | +45.8% | +1,099.1% | +742.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling