+164.3%
EWY vs STX
+382.7%
-218.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.3% | -1.7% | +2.0% |
| 7D | +4.8% | +2.4% | +2.5% | +3.8% |
| 30D | +11.7% | +1.4% | +10.3% | +10.5% |
| 3M | -7.4% | -8.2% | +0.8% | -4.9% |
| 6M | +40.6% | +127.0% | -86.5% | +11.6% |
| YTD | +94.3% | +209.1% | -114.9% | +44.1% |
| 1Y | +164.3% | +365.4% | -201.1% | +80.8% |
| All | +164.3% | +382.7% | -218.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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