+1,019.5%
STX vs EMR
+60.6%
+958.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.2% |
| 7D | +2.4% | -1.5% | +3.9% | +3.4% |
| 30D | +1.4% | -5.6% | +7.0% | +5.2% |
| 3M | -8.2% | +7.9% | -16.2% | -12.9% |
| 6M | +127.0% | +6.0% | +121.0% | +117.1% |
| YTD | +209.1% | +16.4% | +192.7% | +174.1% |
| 1Y | +365.4% | +16.6% | +348.8% | +311.1% |
| 3Y | +1,135.4% | +62.9% | +1,072.5% | +757.5% |
| All | +1,019.5% | +60.6% | +958.9% | +630.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling