+1,236.8%
EWY vs STM
+37.4%
+1,199.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.9% |
| 7D | +4.8% | +5.8% | -1.0% | +2.6% |
| 30D | +11.7% | -1.0% | +12.7% | +12.0% |
| 3M | -7.4% | -33.3% | +25.9% | +8.5% |
| 6M | +40.6% | +57.4% | -16.8% | +17.8% |
| YTD | +94.3% | +102.2% | -7.9% | +47.4% |
| 1Y | +164.3% | +99.6% | +64.7% | +99.6% |
| 3Y | +221.0% | +14.5% | +206.5% | +181.4% |
| 5Y | +139.1% | +21.4% | +117.7% | +96.1% |
| 10Y | +298.8% | +695.0% | -396.2% | +36.5% |
| All | +1,236.8% | +37.4% | +1,199.4% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling