+290.8%
EWY vs STX
+3,548.7%
-3,257.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.3% |
| 7D | +1.2% | +8.0% | -6.7% | -1.3% |
| 30D | +9.3% | +5.1% | +4.2% | +7.3% |
| 3M | +2.4% | +5.8% | -3.3% | +0.2% |
| 6M | +40.3% | +124.9% | -84.7% | +10.9% |
| YTD | +88.0% | +213.9% | -125.9% | +33.8% |
| 1Y | +143.8% | +350.4% | -206.6% | +54.3% |
| 3Y | +217.8% | +1,314.2% | -1,096.4% | +40.9% |
| 5Y | +142.7% | +1,092.8% | -950.1% | +9.1% |
| All | +290.8% | +3,548.7% | -3,257.9% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling