+476.2%
STX vs EME
+410.0%
+66.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +14.6% | +8.4% | +6.2% | +9.6% |
| 30D | -26.0% | -11.5% | -14.5% | -19.9% |
| 3M | -42.6% | -20.6% | -22.0% | -34.3% |
| 6M | -35.3% | -28.5% | -6.8% | -21.2% |
| YTD | +92.5% | +8.0% | +84.5% | +91.4% |
| 1Y | +102.4% | +6.8% | +95.6% | +102.6% |
| 3Y | +673.8% | +213.9% | +459.9% | +319.4% |
| All | +476.2% | +410.0% | +66.1% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling