+501.7%
EWT vs STT
+457.4%
+44.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.8% |
| 7D | +13.2% | +5.1% | +8.1% | +11.5% |
| 30D | -14.3% | -0.2% | -14.1% | -14.0% |
| 3M | -8.4% | -8.1% | -0.3% | -5.8% |
| 6M | +3.7% | +16.6% | -12.9% | -1.0% |
| YTD | +53.1% | +37.8% | +15.2% | +38.3% |
| 1Y | +55.5% | +46.8% | +8.7% | +37.7% |
| 3Y | +155.6% | +181.2% | -25.5% | +82.7% |
| 5Y | +119.3% | +105.1% | +14.2% | +67.8% |
| 10Y | +446.2% | +202.3% | +243.9% | +244.3% |
| All | +501.7% | +457.4% | +44.3% | +112.5% |
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