+1,335.2%
STX vs EMR
+63.5%
+1,271.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.3% |
| 7D | +2.4% | -1.5% | +3.9% | +3.3% |
| 30D | +1.4% | -5.6% | +7.0% | +4.9% |
| 3M | -8.2% | +7.9% | -16.2% | -12.7% |
| 6M | +127.0% | +6.0% | +121.0% | +117.2% |
| YTD | +209.1% | +16.4% | +192.7% | +175.5% |
| 1Y | +365.4% | +16.6% | +348.8% | +313.4% |
| All | +1,335.2% | +63.5% | +1,271.7% | +965.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling