+147.8%
EWY vs STX
+333.0%
-185.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +7.0% | +4.8% |
| 7D | -0.1% | -2.3% | +2.2% | +0.7% |
| 30D | +7.3% | -5.5% | +12.8% | +9.3% |
| 3M | -5.1% | -4.3% | -0.8% | -4.4% |
| 6M | +42.1% | +115.6% | -73.6% | +14.4% |
| YTD | +94.1% | +202.2% | -108.1% | +45.1% |
| 1Y | +147.8% | +325.3% | -177.5% | +73.0% |
| All | +147.8% | +333.0% | -185.2% | +73.0% |
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