+465.1%
STM vs EWT
+448.9%
+16.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.4% |
| 7D | +12.0% | +9.1% | +2.9% | -0.1% |
| 30D | -0.4% | -12.2% | +11.9% | +16.7% |
| 3M | -13.2% | -9.4% | -3.8% | -2.0% |
| 6M | -26.1% | +2.7% | -28.7% | -27.8% |
| YTD | +81.2% | +53.3% | +27.9% | +6.2% |
| 1Y | +98.3% | +59.2% | +39.1% | +10.6% |
| 3Y | +16.7% | +157.1% | -140.4% | -65.9% |
| 5Y | -4.8% | +119.6% | -124.5% | -64.9% |
| All | +465.1% | +448.9% | +16.1% | -28.5% |
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