+462.7%
EWT vs STT
+203.9%
+258.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.3% |
| 7D | +3.2% | +0.4% | +2.8% | +3.3% |
| 30D | -12.3% | -0.4% | -11.9% | -12.0% |
| 3M | -3.6% | -6.5% | +2.9% | -1.4% |
| 6M | +3.1% | +17.2% | -14.0% | -1.6% |
| YTD | +57.7% | +38.2% | +19.5% | +42.6% |
| 1Y | +60.3% | +49.3% | +11.0% | +41.6% |
| 3Y | +163.4% | +181.9% | -18.5% | +90.3% |
| 5Y | +127.4% | +106.9% | +20.5% | +74.7% |
| 10Y | +462.7% | +203.1% | +259.6% | +277.0% |
| All | +462.7% | +203.9% | +258.8% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling