+6,427.7%
STX vs EMB
+132.1%
+6,295.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.6% |
| 3M | -8.2% | -0.4% | -7.8% | -7.8% |
| 6M | +127.0% | +0.1% | +126.9% | +127.5% |
| YTD | +209.1% | +1.6% | +207.6% | +206.3% |
| 1Y | +365.4% | +5.6% | +359.8% | +346.4% |
| 3Y | +1,135.4% | +29.8% | +1,105.6% | +906.3% |
| 5Y | +991.5% | +7.3% | +984.2% | +930.2% |
| 10Y | +3,695.8% | +30.4% | +3,665.4% | +3,053.1% |
| All | +6,427.7% | +132.1% | +6,295.6% | +4,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling