+93.6%
STX vs EMB
-0.3%
+93.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | +0.9% |
| 7D | +16.8% | -0.7% | +17.5% | +19.1% |
| 30D | -27.0% | +0.5% | -27.6% | -27.8% |
| 3M | -37.9% | -2.5% | -35.4% | -32.7% |
| 6M | -32.5% | -2.0% | -30.5% | -27.8% |
| YTD | +98.6% | -0.9% | +99.5% | +111.4% |
| 1Y | +93.6% | -0.3% | +93.9% | +98.4% |
| All | +93.6% | -0.3% | +93.9% | +98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling