+1,972.8%
STX vs EMR
+279.2%
+1,693.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +14.6% | +2.8% | +11.8% | +12.9% |
| 30D | -26.0% | +3.7% | -29.6% | -27.1% |
| 3M | -42.6% | +2.0% | -44.6% | -43.0% |
| 6M | -35.3% | +22.1% | -57.4% | -42.1% |
| YTD | +92.5% | +27.2% | +65.2% | +66.2% |
| 1Y | +102.4% | +32.0% | +70.4% | +71.3% |
| 3Y | +673.8% | +103.3% | +570.6% | +407.6% |
| 5Y | +463.1% | +88.2% | +374.8% | +281.8% |
| All | +1,972.8% | +279.2% | +1,693.6% | +836.7% |
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