+62.4%
EWY vs STM
+92.4%
-30.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | +1.7% |
| 7D | -8.3% | -6.0% | -2.3% | -5.0% |
| 30D | -20.5% | -20.9% | +0.4% | -9.1% |
| 3M | -11.1% | -15.8% | +4.6% | -2.3% |
| 6M | -7.0% | -17.0% | +10.0% | +5.3% |
| YTD | +56.5% | +76.8% | -20.3% | +24.3% |
| 1Y | +62.4% | +96.5% | -34.1% | +23.8% |
| All | +62.4% | +92.4% | -30.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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