+123.8%
STX vs EMR
+25.6%
+98.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.6% | -9.6% |
| 7D | -20.2% | +1.6% | -21.8% | -21.0% |
| 30D | -37.2% | +5.0% | -42.2% | -38.9% |
| 3M | -34.1% | +7.7% | -41.7% | -37.0% |
| 6M | -24.5% | +26.8% | -51.2% | -34.5% |
| YTD | +102.9% | +29.9% | +73.1% | +65.1% |
| 1Y | +123.8% | +25.7% | +98.1% | +85.2% |
| All | +123.8% | +25.6% | +98.1% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling