0.0%
EWZ vs STT
+48.2%
-48.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +0.1% | +5.1% | -5.1% | -1.5% |
| 30D | -25.9% | -0.2% | -25.6% | -25.8% |
| 3M | -6.1% | -8.1% | +2.0% | -3.5% |
| 6M | -16.1% | +16.6% | -32.7% | -21.3% |
| YTD | +1.0% | +37.8% | -36.9% | -10.9% |
| 1Y | 0.0% | +46.8% | -46.9% | -13.1% |
| All | 0.0% | +48.2% | -48.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling