+157.0%
EWY vs STT
+182.6%
-25.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +4.2% | +4.8% | -0.6% | +1.8% |
| 30D | -10.7% | +3.9% | -14.6% | -12.0% |
| 3M | -20.1% | -8.2% | -11.9% | -16.5% |
| 6M | -24.3% | +15.6% | -39.9% | -28.4% |
| YTD | +46.9% | +37.6% | +9.2% | +29.0% |
| 1Y | +55.2% | +50.1% | +5.1% | +31.9% |
| 3Y | +157.0% | +183.1% | -26.1% | +68.4% |
| All | +157.0% | +182.6% | -25.6% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling