+16,011.1%
STX vs EME
+6,074.9%
+9,936.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.5% |
| 7D | +2.4% | +1.9% | +0.5% | +1.4% |
| 30D | +1.4% | -8.3% | +9.7% | +5.9% |
| 3M | -8.2% | -10.7% | +2.5% | -2.0% |
| 6M | +127.0% | +1.9% | +125.1% | +128.5% |
| YTD | +209.1% | +23.5% | +185.7% | +184.7% |
| 1Y | +365.4% | +18.0% | +347.5% | +333.4% |
| 3Y | +1,135.4% | +236.1% | +899.3% | +575.6% |
| 5Y | +991.5% | +527.9% | +463.6% | +338.1% |
| 10Y | +3,695.8% | +1,252.8% | +2,443.0% | +874.0% |
| All | +16,011.1% | +6,074.9% | +9,936.2% | +1,751.4% |
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