+50.3%
EWZ vs STT
+211.9%
-161.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +0.5% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | -25.1% | -2.3% | -22.8% | -24.5% |
| 3M | -7.7% | -7.0% | -0.7% | -5.0% |
| 6M | -15.8% | +15.5% | -31.3% | -21.8% |
| YTD | +3.6% | +35.6% | -32.0% | -11.1% |
| 1Y | +5.5% | +47.9% | -42.4% | -13.2% |
| 3Y | +22.1% | +181.1% | -159.0% | -28.0% |
| 5Y | +58.3% | +108.2% | -49.8% | +2.6% |
| 10Y | +50.3% | +201.0% | -150.7% | -25.6% |
| All | +50.3% | +211.9% | -161.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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