+929.0%
EWY vs STT
+429.3%
+499.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +10.4% | +5.1% | +5.3% | +8.4% |
| 30D | -12.7% | -0.2% | -12.5% | -12.3% |
| 3M | -17.3% | -8.1% | -9.2% | -14.3% |
| 6M | -18.6% | +16.6% | -35.2% | -22.9% |
| YTD | +49.5% | +37.8% | +11.7% | +32.7% |
| 1Y | +55.0% | +46.8% | +8.1% | +34.2% |
| 3Y | +159.0% | +181.2% | -22.2% | +72.2% |
| 5Y | +102.5% | +105.1% | -2.6% | +46.8% |
| 10Y | +232.2% | +202.3% | +29.9% | +92.6% |
| All | +929.0% | +429.3% | +499.7% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling