+16,011.1%
STX vs EMR
+1,018.5%
+14,992.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 3M | -8.2% | +7.9% | -16.2% | -12.6% |
| 6M | +127.0% | +6.0% | +121.0% | +118.3% |
| YTD | +209.1% | +16.4% | +192.7% | +177.5% |
| 1Y | +365.4% | +16.6% | +348.8% | +316.4% |
| 3Y | +1,135.4% | +62.9% | +1,072.5% | +780.7% |
| 5Y | +991.5% | +60.1% | +931.4% | +680.1% |
| 10Y | +3,695.8% | +268.8% | +3,427.1% | +1,361.1% |
| All | +16,011.1% | +1,018.5% | +14,992.6% | +2,820.7% |
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 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