+10,374.7%
STX vs EMR
+1,122.8%
+9,251.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.2% |
| 7D | -1.0% | -2.0% | +1.0% | +0.9% |
| 30D | -26.8% | +2.8% | -29.6% | -27.6% |
| 3M | -32.7% | +2.0% | -34.7% | -33.2% |
| 6M | -33.7% | +20.7% | -54.5% | -40.9% |
| YTD | +101.0% | +27.3% | +73.7% | +71.4% |
| 1Y | +92.7% | +31.0% | +61.7% | +61.6% |
| 3Y | +708.7% | +103.6% | +605.1% | +405.9% |
| 5Y | +504.0% | +88.6% | +415.4% | +292.9% |
| 10Y | +2,108.4% | +280.6% | +1,827.7% | +740.9% |
| All | +10,374.7% | +1,122.8% | +9,251.9% | +1,704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling