+123.8%
STX vs EME
-3.1%
+126.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.6% | +1.5% | +0.6% |
| 7D | -20.2% | -5.8% | -14.4% | -15.9% |
| 30D | -37.2% | -17.9% | -19.3% | -25.7% |
| 3M | -34.1% | -22.0% | -12.1% | -18.2% |
| 6M | -24.5% | -29.7% | +5.2% | +7.5% |
| YTD | +102.9% | +4.7% | +98.2% | +76.7% |
| 1Y | +123.8% | -2.1% | +125.9% | +116.5% |
| All | +123.8% | -3.1% | +126.9% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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