+664.5%
STM vs EWZ
+86.7%
+577.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | -5.2% | +8.2% | -13.3% | -9.0% |
| 3M | -29.6% | +13.3% | -42.9% | -33.8% |
| 6M | +54.4% | +3.6% | +50.8% | +51.9% |
| YTD | +99.5% | +21.0% | +78.5% | +82.0% |
| 1Y | +100.8% | +34.7% | +66.1% | +73.1% |
| 3Y | +20.2% | +48.3% | -28.1% | -1.5% |
| 5Y | +21.1% | +60.1% | -38.9% | -7.7% |
| 10Y | +664.5% | +92.6% | +572.0% | +408.0% |
| All | +664.5% | +86.7% | +577.8% | +408.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling