+1,972.8%
STX vs EMB
+36.5%
+1,936.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.8% |
| 7D | +14.6% | -0.9% | +15.5% | +16.0% |
| 30D | -26.0% | +0.4% | -26.3% | -26.2% |
| 3M | -42.6% | -3.1% | -39.5% | -40.4% |
| 6M | -35.3% | -2.1% | -33.2% | -33.5% |
| YTD | +92.5% | -1.1% | +93.5% | +96.2% |
| 1Y | +102.4% | -0.1% | +102.4% | +104.0% |
| 3Y | +673.8% | +29.6% | +644.2% | +486.7% |
| 5Y | +463.1% | +7.2% | +455.9% | +428.1% |
| All | +1,972.8% | +36.5% | +1,936.4% | +1,408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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