+34.3%
STM vs EWT
+594.1%
-559.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +0.3% |
| 7D | +5.8% | +4.0% | +1.8% | +2.4% |
| 30D | -1.0% | +10.3% | -11.3% | -8.7% |
| 3M | -33.3% | +6.1% | -39.3% | -35.4% |
| 6M | +57.4% | +56.6% | +0.7% | +10.9% |
| YTD | +102.2% | +76.6% | +25.6% | +29.5% |
| 1Y | +99.6% | +97.9% | +1.7% | +16.5% |
| 3Y | +14.5% | +198.0% | -183.5% | -51.2% |
| 5Y | +21.4% | +151.8% | -130.4% | -39.3% |
| 10Y | +695.0% | +514.1% | +180.8% | +118.3% |
| All | +34.3% | +594.1% | -559.8% | -80.3% |
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