+60.3%
EWT vs STT
+48.7%
+11.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +4.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | -12.3% | -0.4% | -11.9% | -12.0% |
| 3M | -3.6% | -6.5% | +2.9% | -0.3% |
| 6M | +3.1% | +17.2% | -14.0% | -4.2% |
| YTD | +57.7% | +38.2% | +19.5% | +33.5% |
| 1Y | +60.3% | +49.3% | +11.0% | +28.7% |
| All | +60.3% | +48.7% | +11.6% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling