+153.3%
EWY vs STZ
-38.0%
+191.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +6.7% | -6.0% | +12.7% | +7.6% |
| 30D | +17.0% | -8.9% | +25.8% | +18.4% |
| 3M | +3.7% | -12.6% | +16.2% | +5.5% |
| 6M | +42.5% | -17.2% | +59.7% | +46.2% |
| YTD | +96.2% | -10.0% | +106.3% | +95.4% |
| 1Y | +160.4% | -14.3% | +174.7% | +162.1% |
| 3Y | +231.7% | -49.9% | +281.6% | +285.9% |
| 5Y | +153.3% | -38.2% | +191.5% | +161.2% |
| All | +153.3% | -38.0% | +191.2% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling