+1,217.2%
EWY vs STX
+17,056.4%
-15,839.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.9% | -1.2% |
| 7D | +8.0% | +10.7% | -2.7% | +5.0% |
| 30D | +14.3% | +11.3% | +3.1% | +10.8% |
| 3M | +2.3% | +3.2% | -0.9% | +1.0% |
| 6M | +49.9% | +157.0% | -107.1% | +17.1% |
| YTD | +95.3% | +229.2% | -133.9% | +41.7% |
| 1Y | +161.7% | +381.8% | -220.1% | +69.9% |
| 3Y | +230.2% | +1,383.2% | -1,153.0% | +57.1% |
| 5Y | +148.1% | +1,144.9% | -996.7% | +20.0% |
| 10Y | +293.2% | +3,676.0% | -3,382.9% | +36.0% |
| All | +1,217.2% | +17,056.4% | -15,839.2% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling