+1,019.5%
STX vs EMB
+7.4%
+1,012.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +1.4% | -0.3% | +1.7% | +1.7% |
| 3M | -8.2% | -0.4% | -7.8% | -7.7% |
| 6M | +127.0% | +0.1% | +126.9% | +127.5% |
| YTD | +209.1% | +1.6% | +207.6% | +204.6% |
| 1Y | +365.4% | +5.6% | +359.8% | +337.6% |
| 3Y | +1,135.4% | +29.8% | +1,105.6% | +828.7% |
| All | +1,019.5% | +7.4% | +1,012.2% | +935.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling