+3,446.1%
STX vs EMB
+127.1%
+3,319.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -28.5% | -0.1% | -28.4% | -28.4% |
| 30D | -42.9% | +1.3% | -44.2% | -43.6% |
| 3M | -45.9% | -2.2% | -43.7% | -44.9% |
| 6M | -41.3% | -2.3% | -38.9% | -40.0% |
| YTD | +67.9% | -0.6% | +68.6% | +69.6% |
| 1Y | +66.5% | +0.5% | +66.0% | +66.8% |
| 3Y | +588.0% | +29.4% | +558.5% | +462.4% |
| 5Y | +449.1% | +6.5% | +442.6% | +422.3% |
| 10Y | +1,982.8% | +29.8% | +1,953.1% | +1,643.7% |
| All | +3,446.1% | +127.1% | +3,319.0% | +2,242.0% |
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