+102.5%
EWY vs STZ
-29.2%
+131.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -12.7% | +14.7% | -27.4% | -14.0% |
| 3M | -17.3% | +8.8% | -26.1% | -18.1% |
| 6M | -18.6% | +3.1% | -21.6% | -18.8% |
| YTD | +49.5% | +7.9% | +41.6% | +45.7% |
| 1Y | +55.0% | +14.2% | +40.8% | +48.5% |
| 3Y | +159.0% | -35.2% | +194.2% | +186.1% |
| 5Y | +102.5% | -29.6% | +132.1% | +116.3% |
| All | +102.5% | -29.2% | +131.6% | +116.3% |
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