+381.8%
STX vs EMB
+5.1%
+376.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.6% | +6.8% |
| 7D | +10.7% | +0.3% | +10.5% | +9.8% |
| 30D | +11.3% | -0.5% | +11.8% | +12.7% |
| 3M | +3.2% | +0.3% | +2.9% | +2.1% |
| 6M | +157.0% | +1.2% | +155.8% | +150.4% |
| YTD | +229.2% | +1.5% | +227.7% | +223.1% |
| 1Y | +381.8% | +4.8% | +377.0% | +315.1% |
| All | +381.8% | +5.1% | +376.8% | +315.1% |
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