+66.5%
EWZ vs STT
+198.3%
-131.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +0.8% | +4.8% | -4.0% | -1.4% |
| 30D | -24.4% | +3.9% | -28.3% | -25.9% |
| 3M | -4.6% | -8.2% | +3.6% | -1.2% |
| 6M | -11.6% | +15.6% | -27.2% | -17.9% |
| YTD | +2.4% | +37.6% | -35.3% | -12.8% |
| 1Y | +2.1% | +50.1% | -48.0% | -16.6% |
| 3Y | +18.7% | +183.1% | -164.3% | -30.3% |
| 5Y | +54.2% | +104.8% | -50.7% | +0.8% |
| All | +66.5% | +198.3% | -131.8% | -21.5% |
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