+4.9%
STM vs EWT
+136.7%
-131.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | 0.0% |
| 7D | -10.7% | -11.7% | +1.0% | +2.9% |
| 30D | -25.7% | -23.2% | -2.5% | +0.8% |
| 3M | -21.6% | -12.5% | -9.1% | -8.3% |
| 6M | -27.8% | -5.9% | -21.9% | -20.6% |
| YTD | +61.8% | +40.5% | +21.3% | +14.4% |
| 1Y | +78.1% | +43.7% | +34.4% | +22.6% |
| 3Y | +4.9% | +136.6% | -131.7% | -60.1% |
| All | +4.9% | +136.7% | -131.8% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling