+98.3%
STM vs EWZ
+1.3%
+97.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +12.0% | +0.8% | +11.3% | +11.7% |
| 30D | -0.4% | -24.4% | +24.0% | +9.9% |
| 3M | -13.2% | -4.6% | -8.6% | -20.2% |
| 6M | -26.1% | -11.6% | -14.5% | -27.5% |
| YTD | +81.2% | +2.4% | +78.8% | +65.2% |
| 1Y | +98.3% | +2.1% | +96.2% | +81.2% |
| All | +98.3% | +1.3% | +97.0% | +81.2% |
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