+99.6%
STM vs EWZ
+36.3%
+63.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.4% |
| 7D | +5.8% | +6.5% | -0.7% | +0.6% |
| 30D | -1.0% | +4.8% | -5.9% | -4.8% |
| 3M | -33.3% | +9.9% | -43.2% | -37.6% |
| 6M | +57.4% | +1.9% | +55.4% | +52.6% |
| YTD | +102.2% | +20.3% | +81.9% | +80.4% |
| 1Y | +99.6% | +35.6% | +64.0% | +60.6% |
| All | +99.6% | +36.3% | +63.3% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling