+96.5%
STM vs EWT
+54.0%
+42.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.8% | -4.6% |
| 7D | -6.0% | -10.9% | +4.9% | +7.5% |
| 30D | -20.9% | -17.7% | -3.2% | -0.2% |
| 3M | -15.8% | -5.0% | -10.7% | -10.1% |
| 6M | -17.0% | +7.4% | -24.4% | -19.5% |
| YTD | +76.8% | +52.8% | +24.0% | +19.7% |
| 1Y | +96.5% | +55.2% | +41.3% | +31.4% |
| All | +96.5% | +54.0% | +42.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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