+673.8%
STX vs EMB
+29.8%
+644.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.7% |
| 7D | +14.6% | -0.9% | +15.5% | +16.7% |
| 30D | -26.0% | +0.4% | -26.3% | -26.4% |
| 3M | -42.6% | -3.1% | -39.5% | -39.0% |
| 6M | -35.3% | -2.1% | -33.2% | -32.5% |
| YTD | +92.5% | -1.1% | +93.5% | +98.1% |
| 1Y | +102.4% | -0.1% | +102.4% | +104.9% |
| 3Y | +673.8% | +29.6% | +644.2% | +477.1% |
| All | +673.8% | +29.8% | +644.0% | +477.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling