+21.0%
STM vs EWT
+153.4%
-132.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | -0.4% |
| 7D | +5.8% | +4.0% | +1.8% | +0.8% |
| 30D | -1.0% | +10.3% | -11.3% | -12.1% |
| 3M | -33.3% | +6.1% | -39.3% | -36.9% |
| 6M | +57.4% | +56.6% | +0.7% | -7.2% |
| YTD | +102.2% | +76.6% | +25.6% | +3.2% |
| 1Y | +99.6% | +97.9% | +1.7% | -11.8% |
| 3Y | +14.5% | +198.0% | -183.5% | -71.0% |
| All | +21.0% | +153.4% | -132.4% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling