+1,376.8%
STX vs EME
+240.3%
+1,136.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.6% |
| 7D | +9.6% | +2.7% | +6.8% | +8.0% |
| 30D | +10.6% | -6.8% | +17.4% | +15.5% |
| 3M | +4.8% | -8.8% | +13.6% | +11.4% |
| 6M | +137.3% | +5.0% | +132.3% | +137.0% |
| YTD | +222.5% | +23.5% | +199.0% | +200.7% |
| 1Y | +366.2% | +21.3% | +344.9% | +332.8% |
| All | +1,376.8% | +240.3% | +1,136.5% | +897.8% |
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