+43.6%
EWZ vs STT
+204.5%
-160.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -2.5% | +1.0% | -0.4% |
| 30D | -24.5% | -5.0% | -19.6% | -23.0% |
| 3M | -10.7% | -10.5% | -0.2% | -6.5% |
| 6M | -19.1% | +10.0% | -29.1% | -23.1% |
| YTD | +1.6% | +30.7% | -29.1% | -11.2% |
| 1Y | +4.3% | +43.8% | -39.5% | -13.0% |
| 3Y | +19.0% | +168.1% | -149.1% | -28.0% |
| 5Y | +57.7% | +101.4% | -43.7% | +3.9% |
| All | +43.6% | +204.5% | -160.9% | -24.0% |
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