+57.8%
EWZ vs STT
+100.0%
-42.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -2.5% | +1.0% | -0.7% |
| 30D | -24.5% | -5.0% | -19.6% | -23.5% |
| 3M | -10.7% | -10.5% | -0.2% | -7.9% |
| 6M | -19.1% | +10.0% | -29.1% | -21.8% |
| YTD | +1.6% | +30.7% | -29.1% | -7.0% |
| 1Y | +4.3% | +43.8% | -39.5% | -7.4% |
| 3Y | +19.0% | +168.1% | -149.1% | -13.8% |
| All | +57.8% | +100.0% | -42.2% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling