+82.1%
EWT vs STT
+75.2%
+6.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -1.1% | -1.4% | +0.3% | -0.4% |
| 30D | +4.8% | +2.2% | +2.6% | +3.6% |
| 3M | +11.1% | +18.8% | -7.7% | +1.9% |
| 6M | +54.6% | +57.9% | -3.3% | +24.0% |
| YTD | +71.4% | +51.0% | +20.4% | +38.7% |
| 1Y | +82.1% | +77.1% | +5.0% | +40.1% |
| All | +82.1% | +75.2% | +6.9% | +40.1% |
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 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