+290.8%
EWY vs STM
+660.7%
-369.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.6% |
| 7D | +1.2% | -1.1% | +2.3% | +1.7% |
| 30D | +9.3% | -7.8% | +17.1% | +12.7% |
| 3M | +2.4% | -28.2% | +30.6% | +15.6% |
| 6M | +40.3% | +52.0% | -11.7% | +22.1% |
| YTD | +88.0% | +96.4% | -8.4% | +49.5% |
| 1Y | +143.8% | +98.8% | +45.0% | +91.5% |
| 3Y | +217.8% | +18.3% | +199.5% | +182.3% |
| 5Y | +142.7% | +17.7% | +125.0% | +107.4% |
| All | +290.8% | +660.7% | -369.9% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling