+166.0%
EWY vs STM
+15.2%
+150.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.7% |
| 7D | -2.8% | +1.4% | -4.3% | -3.2% |
| 30D | -13.1% | -8.4% | -4.7% | -9.8% |
| 3M | -11.6% | -15.8% | +4.2% | -5.0% |
| 6M | -23.4% | -22.8% | -0.5% | -14.0% |
| YTD | +52.0% | +79.4% | -27.3% | +30.9% |
| 1Y | +58.6% | +97.0% | -38.4% | +32.8% |
| All | +166.0% | +15.2% | +150.8% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling