+1,244.2%
EWY vs STZ
+2,048.0%
-803.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.3% |
| 7D | +8.0% | -7.4% | +15.4% | +10.5% |
| 30D | +14.3% | -10.9% | +25.2% | +18.1% |
| 3M | +2.3% | -13.4% | +15.7% | +6.1% |
| 6M | +49.9% | -16.2% | +66.1% | +56.0% |
| YTD | +95.3% | -10.4% | +105.8% | +97.7% |
| 1Y | +161.7% | -14.8% | +176.5% | +168.4% |
| 3Y | +230.2% | -50.1% | +280.3% | +296.3% |
| 5Y | +148.1% | -38.8% | +186.9% | +175.4% |
| 10Y | +293.2% | -14.1% | +307.2% | +271.8% |
| All | +1,244.2% | +2,048.0% | -803.8% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling