+156.4%
EWT vs STT
+150.3%
+6.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.2% |
| 7D | +1.6% | +2.2% | -0.5% | +0.9% |
| 30D | +8.2% | +3.9% | +4.3% | +6.7% |
| 3M | +11.1% | +19.2% | -8.1% | +4.6% |
| 6M | +60.4% | +60.4% | +0.1% | +37.0% |
| YTD | +75.6% | +51.5% | +24.1% | +52.4% |
| 1Y | +91.3% | +76.3% | +15.0% | +58.1% |
| 3Y | +200.3% | +200.7% | -0.5% | +107.8% |
| 5Y | +156.4% | +157.5% | -1.1% | +75.3% |
| All | +156.4% | +150.3% | +6.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling