+698.5%
STX vs EME
+217.7%
+480.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +16.8% | +11.3% | +5.5% | +9.7% |
| 30D | -27.0% | -14.6% | -12.5% | -19.4% |
| 3M | -37.9% | -20.4% | -17.4% | -28.9% |
| 6M | -32.5% | -28.3% | -4.2% | -18.0% |
| YTD | +98.6% | +8.6% | +90.0% | +98.7% |
| 1Y | +93.6% | +3.2% | +90.4% | +98.1% |
| All | +698.5% | +217.7% | +480.8% | +400.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling