+9,423.5%
STX vs EMR
+1,126.3%
+8,297.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -17.3% | +0.7% | -18.0% | -17.3% |
| 30D | -35.9% | +3.5% | -39.5% | -36.9% |
| 3M | -37.3% | +5.9% | -43.2% | -39.2% |
| 6M | -35.8% | +19.4% | -55.3% | -42.4% |
| YTD | +82.7% | +27.7% | +55.1% | +55.6% |
| 1Y | +71.6% | +30.9% | +40.7% | +44.0% |
| 3Y | +635.3% | +104.2% | +531.1% | +359.2% |
| 5Y | +483.8% | +89.6% | +394.1% | +278.5% |
| 10Y | +1,967.8% | +280.0% | +1,687.8% | +688.4% |
| All | +9,423.5% | +1,126.3% | +8,297.2% | +1,538.0% |
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