+2,038.9%
STX vs EME
+910.4%
+1,128.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +16.8% | +11.3% | +5.5% | +10.9% |
| 30D | -27.0% | -14.6% | -12.5% | -20.5% |
| 3M | -37.9% | -20.4% | -17.4% | -30.2% |
| 6M | -32.5% | -28.3% | -4.2% | -19.9% |
| YTD | +98.6% | +8.6% | +90.0% | +96.6% |
| 1Y | +93.6% | +3.2% | +90.4% | +96.3% |
| 3Y | +699.1% | +216.8% | +482.3% | +375.5% |
| 5Y | +481.0% | +417.5% | +63.5% | +173.6% |
| All | +2,038.9% | +910.4% | +1,128.6% | +652.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling