+18.1%
EWZ vs STT
+164.8%
-146.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | 0.0% |
| 7D | -4.2% | -4.9% | +0.7% | -2.7% |
| 30D | -26.1% | -6.0% | -20.2% | -24.8% |
| 3M | -12.0% | -11.7% | -0.4% | -8.7% |
| 6M | -19.3% | +11.7% | -30.9% | -22.6% |
| YTD | +0.9% | +30.4% | -29.5% | -8.3% |
| 1Y | +3.4% | +43.9% | -40.6% | -9.1% |
| All | +18.1% | +164.8% | -146.7% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling