+230.2%
EWY vs STT
+203.8%
+26.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +8.0% | +2.2% | +5.8% | +6.9% |
| 30D | +14.3% | +3.9% | +10.4% | +12.2% |
| 3M | +2.3% | +19.2% | -16.9% | -5.5% |
| 6M | +49.9% | +60.4% | -10.5% | +22.6% |
| YTD | +95.3% | +51.5% | +43.9% | +63.0% |
| 1Y | +161.7% | +76.3% | +85.4% | +105.6% |
| 3Y | +230.2% | +200.7% | +29.4% | +104.1% |
| All | +230.2% | +203.8% | +26.3% | +104.1% |
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