+160.4%
EWY vs STT
+76.7%
+83.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.7% | +1.0% | +5.7% | +6.0% |
| 30D | +17.0% | +2.8% | +14.2% | +14.9% |
| 3M | +3.7% | +18.1% | -14.5% | -6.0% |
| 6M | +42.5% | +59.2% | -16.7% | +11.7% |
| YTD | +96.2% | +51.5% | +44.8% | +55.7% |
| 1Y | +160.4% | +75.7% | +84.7% | +100.2% |
| All | +160.4% | +76.7% | +83.7% | +100.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling