+1,236.8%
EWY vs STT
+488.8%
+748.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +11.7% | +3.9% | +7.8% | +10.0% |
| 3M | -7.4% | +20.0% | -27.4% | -13.6% |
| 6M | +40.6% | +55.3% | -14.8% | +18.8% |
| YTD | +94.3% | +53.3% | +40.9% | +64.8% |
| 1Y | +164.3% | +74.7% | +89.6% | +112.9% |
| 3Y | +221.0% | +205.8% | +15.1% | +105.7% |
| 5Y | +139.1% | +145.0% | -5.9% | +60.9% |
| 10Y | +298.8% | +266.0% | +32.8% | +113.6% |
| All | +1,236.8% | +488.8% | +748.0% | +309.5% |
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