+432.5%
EWZ vs STT
+511.8%
-79.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.5% | +0.5% | +6.0% | +6.3% |
| 30D | +4.8% | +3.9% | +1.0% | +3.1% |
| 3M | +9.9% | +20.0% | -10.1% | +1.5% |
| 6M | +1.9% | +55.3% | -53.4% | -15.7% |
| YTD | +20.3% | +53.3% | -33.0% | -0.3% |
| 1Y | +35.6% | +74.7% | -39.1% | +6.0% |
| 3Y | +43.4% | +205.8% | -162.4% | -13.4% |
| 5Y | +55.9% | +145.0% | -89.1% | -1.4% |
| 10Y | +84.2% | +266.0% | -181.9% | -6.1% |
| All | +432.5% | +511.8% | -79.2% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling