+929.0%
EWY vs STM
+22.4%
+906.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +10.4% | +16.3% | -5.9% | +4.0% |
| 30D | -12.7% | -6.3% | -6.4% | -10.3% |
| 3M | -17.3% | -14.1% | -3.2% | -12.1% |
| 6M | -18.6% | -19.6% | +1.0% | -11.3% |
| YTD | +49.5% | +80.1% | -30.6% | +18.9% |
| 1Y | +55.0% | +95.4% | -40.4% | +19.2% |
| 3Y | +159.0% | +14.7% | +144.3% | +128.1% |
| 5Y | +102.5% | -5.4% | +107.9% | +84.0% |
| 10Y | +232.2% | +465.5% | -233.3% | +31.2% |
| All | +929.0% | +22.4% | +906.6% | +328.9% |
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