+9,929.9%
STX vs EME
+5,301.6%
+4,628.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.8% |
| 7D | +14.6% | +8.4% | +6.2% | +10.4% |
| 30D | -26.0% | -11.5% | -14.5% | -20.7% |
| 3M | -42.6% | -20.6% | -22.0% | -35.5% |
| 6M | -35.3% | -28.5% | -6.8% | -22.9% |
| YTD | +92.5% | +8.0% | +84.5% | +89.6% |
| 1Y | +102.4% | +6.8% | +95.6% | +100.8% |
| 3Y | +673.8% | +213.9% | +459.9% | +340.7% |
| 5Y | +463.1% | +414.8% | +48.2% | +149.8% |
| 10Y | +2,014.6% | +916.9% | +1,097.6% | +526.4% |
| All | +9,929.9% | +5,301.6% | +4,628.2% | +1,133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling