+108.7%
EWY vs STM
-4.7%
+113.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +4.7% |
| 7D | -2.8% | +1.4% | -4.3% | -3.1% |
| 30D | -13.1% | -8.4% | -4.7% | -9.9% |
| 3M | -11.6% | -15.8% | +4.2% | -5.2% |
| 6M | -23.4% | -22.8% | -0.5% | -14.6% |
| YTD | +52.0% | +79.4% | -27.3% | +27.1% |
| 1Y | +58.6% | +97.0% | -38.4% | +28.5% |
| 3Y | +163.3% | +14.2% | +149.1% | +141.0% |
| 5Y | +108.7% | -4.5% | +113.1% | +89.6% |
| All | +108.7% | -4.7% | +113.4% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling