+153.3%
EWY vs STM
+21.1%
+132.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +6.7% | +1.7% | +5.0% | +6.0% |
| 30D | +17.0% | -5.2% | +22.1% | +19.4% |
| 3M | +3.7% | -29.6% | +33.3% | +18.4% |
| 6M | +42.5% | +54.4% | -11.9% | +24.3% |
| YTD | +96.2% | +99.5% | -3.3% | +57.0% |
| 1Y | +160.4% | +100.8% | +59.6% | +106.2% |
| 3Y | +231.7% | +20.2% | +211.5% | +195.7% |
| 5Y | +153.3% | +21.1% | +132.1% | +110.4% |
| All | +153.3% | +21.1% | +132.2% | +110.4% |
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