+452.3%
EWT vs STT
+198.3%
+254.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +9.1% | +4.8% | +4.4% | +7.6% |
| 30D | -12.2% | +3.9% | -16.2% | -13.1% |
| 3M | -9.4% | -8.2% | -1.3% | -6.8% |
| 6M | +2.7% | +15.6% | -13.0% | -1.7% |
| YTD | +53.3% | +37.6% | +15.6% | +38.8% |
| 1Y | +59.2% | +50.1% | +9.1% | +40.4% |
| 3Y | +157.1% | +183.1% | -26.0% | +85.5% |
| 5Y | +119.6% | +104.8% | +14.8% | +69.1% |
| All | +452.3% | +198.3% | +254.0% | +268.1% |
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