+644.6%
STM vs EWT
+512.3%
+132.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | +1.6% |
| 7D | -1.1% | -1.1% | 0.0% | +0.3% |
| 30D | -7.8% | +4.8% | -12.6% | -13.2% |
| 3M | -28.2% | +11.1% | -39.3% | -36.3% |
| 6M | +52.0% | +54.6% | -2.7% | -11.1% |
| YTD | +96.4% | +71.4% | +24.9% | +1.0% |
| 1Y | +98.8% | +82.1% | +16.7% | -5.6% |
| 3Y | +18.3% | +193.2% | -175.0% | -70.2% |
| 5Y | +17.7% | +146.1% | -128.4% | -61.8% |
| All | +644.6% | +512.3% | +132.2% | -12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling