+15.1%
STM vs EWT
+485.8%
-470.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.2% |
| 7D | -7.9% | -3.7% | -4.3% | -4.7% |
| 30D | -14.1% | -17.2% | +3.0% | +0.9% |
| 3M | -17.6% | -7.3% | -10.3% | -11.6% |
| 6M | -24.2% | -1.5% | -22.7% | -21.3% |
| YTD | +73.3% | +49.0% | +24.3% | +28.7% |
| 1Y | +90.1% | +50.6% | +39.5% | +39.8% |
| 3Y | +10.3% | +148.9% | -138.5% | -45.1% |
| 5Y | -5.7% | +116.1% | -121.8% | -46.1% |
| 10Y | +444.1% | +427.8% | +16.2% | +71.2% |
| All | +15.1% | +485.8% | -470.7% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling