+502.6%
EWT vs STT
+267.9%
+234.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +4.8% | +2.2% | +2.6% | +4.0% |
| 3M | +11.1% | +18.8% | -7.7% | +5.2% |
| 6M | +54.6% | +57.9% | -3.3% | +34.2% |
| YTD | +71.4% | +51.0% | +20.4% | +50.5% |
| 1Y | +82.1% | +77.1% | +5.0% | +52.3% |
| 3Y | +193.2% | +199.8% | -6.6% | +107.2% |
| 5Y | +146.1% | +156.0% | -9.9% | +76.7% |
| All | +502.6% | +267.9% | +234.7% | +274.0% |
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