+22.5%
STM vs EWZ
+60.6%
-38.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.6% |
| 7D | +5.2% | +5.6% | -0.4% | +2.2% |
| 30D | -7.4% | +9.3% | -16.6% | -11.7% |
| 3M | -30.6% | +15.7% | -46.3% | -35.5% |
| 6M | +66.4% | +7.4% | +58.9% | +60.5% |
| YTD | +101.1% | +22.7% | +78.5% | +82.6% |
| 1Y | +97.4% | +36.4% | +61.0% | +70.0% |
| 3Y | +21.1% | +50.4% | -29.3% | -0.6% |
| 5Y | +22.5% | +67.6% | -45.2% | +1.0% |
| All | +22.5% | +60.6% | -38.1% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling