+226.4%
EWY vs STZ
-49.9%
+276.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +6.7% | -6.0% | +12.7% | +7.1% |
| 30D | +17.0% | -8.9% | +25.8% | +17.6% |
| 3M | +3.7% | -12.6% | +16.2% | +4.6% |
| 6M | +42.5% | -17.2% | +59.7% | +44.7% |
| YTD | +96.2% | -10.0% | +106.3% | +94.3% |
| 1Y | +160.4% | -14.3% | +174.7% | +159.9% |
| All | +226.4% | -49.9% | +276.4% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling