+47.4%
EWZ vs STT
+202.1%
-154.8%
-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% | -22.9% |
| 3M | -10.7% | -10.0% | -0.7% | -6.7% |
| 6M | -19.1% | +10.6% | -29.7% | -23.3% |
| YTD | +1.6% | +31.4% | -29.8% | -11.5% |
| 1Y | +4.3% | +44.5% | -40.2% | -13.3% |
| 3Y | +19.0% | +169.5% | -150.5% | -28.4% |
| 5Y | +57.7% | +102.5% | -44.8% | +3.4% |
| All | +47.4% | +202.1% | -154.8% | -26.0% |
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