+290.8%
EWY vs STT
+267.9%
+22.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.8% |
| 30D | +9.3% | +2.2% | +7.1% | +8.3% |
| 3M | +2.4% | +18.8% | -16.4% | -4.2% |
| 6M | +40.3% | +57.9% | -17.6% | +17.8% |
| YTD | +88.0% | +51.0% | +37.0% | +60.3% |
| 1Y | +143.8% | +77.1% | +66.7% | +95.5% |
| 3Y | +217.8% | +199.8% | +17.9% | +105.6% |
| 5Y | +142.7% | +156.0% | -13.2% | +60.7% |
| All | +290.8% | +267.9% | +22.9% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling