+3,699.0%
STX vs EMR
+270.5%
+3,428.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.7% |
| 7D | +10.7% | +3.1% | +7.7% | +8.8% |
| 30D | +11.3% | -3.5% | +14.8% | +13.6% |
| 3M | +3.2% | +9.8% | -6.6% | -2.5% |
| 6M | +157.0% | +10.8% | +146.2% | +141.5% |
| YTD | +229.2% | +15.9% | +213.3% | +198.6% |
| 1Y | +381.8% | +16.4% | +365.4% | +335.2% |
| 3Y | +1,383.2% | +62.1% | +1,321.1% | +996.3% |
| 5Y | +1,144.9% | +62.9% | +1,082.0% | +807.3% |
| All | +3,699.0% | +270.5% | +3,428.6% | +1,559.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling