+594.1%
EWT vs STT
+520.1%
+74.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | +10.3% | +3.9% | +6.5% | +8.9% |
| 3M | +6.1% | +20.0% | -13.9% | +0.1% |
| 6M | +56.6% | +55.3% | +1.3% | +36.2% |
| YTD | +76.6% | +53.3% | +23.2% | +53.9% |
| 1Y | +97.9% | +74.7% | +23.2% | +65.4% |
| 3Y | +198.0% | +205.8% | -7.8% | +106.6% |
| 5Y | +151.8% | +145.0% | +6.8% | +81.4% |
| 10Y | +514.1% | +266.0% | +248.1% | +263.1% |
| All | +594.1% | +520.1% | +74.0% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling