+303.5%
EWY vs STZ
-11.3%
+314.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.5% |
| 7D | -0.1% | -4.5% | +4.4% | +1.0% |
| 30D | +7.3% | -8.6% | +15.9% | +9.6% |
| 3M | -5.1% | -13.8% | +8.6% | -2.0% |
| 6M | +42.1% | -17.2% | +59.2% | +47.7% |
| YTD | +94.1% | -9.4% | +103.5% | +94.8% |
| 1Y | +147.8% | -11.9% | +159.7% | +150.2% |
| 3Y | +222.9% | -49.6% | +272.5% | +285.3% |
| 5Y | +150.6% | -37.2% | +187.8% | +173.7% |
| All | +303.5% | -11.3% | +314.8% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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