+8,652.1%
STX vs EMR
+1,088.3%
+7,563.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -28.5% | -1.6% | -26.9% | -27.6% |
| 30D | -42.9% | +2.0% | -44.9% | -43.3% |
| 3M | -45.9% | +3.8% | -49.7% | -47.0% |
| 6M | -41.3% | +10.5% | -51.8% | -44.8% |
| YTD | +67.9% | +23.7% | +44.2% | +45.7% |
| 1Y | +66.5% | +25.4% | +41.1% | +43.4% |
| 3Y | +588.0% | +86.6% | +501.4% | +352.8% |
| 5Y | +449.1% | +83.0% | +366.0% | +263.5% |
| 10Y | +1,982.8% | +319.5% | +1,663.3% | +640.8% |
| All | +8,652.1% | +1,088.3% | +7,563.8% | +1,433.3% |
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