+3,343.4%
STX vs EME
+1,362.1%
+1,981.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.3% | -8.0% | -5.9% |
| 7D | -2.3% | +3.5% | -5.8% | -4.0% |
| 30D | -5.5% | -6.3% | +0.9% | -2.3% |
| 3M | -4.3% | -3.8% | -0.5% | -1.7% |
| 6M | +115.6% | +8.5% | +107.1% | +110.7% |
| YTD | +202.2% | +27.8% | +174.4% | +175.3% |
| 1Y | +325.3% | +22.2% | +303.1% | +291.3% |
| 3Y | +1,283.9% | +253.5% | +1,030.4% | +673.5% |
| 5Y | +1,048.3% | +578.6% | +469.7% | +375.9% |
| All | +3,343.4% | +1,362.1% | +1,981.3% | +926.3% |
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