-14.9%
STM vs EWZ
+54.3%
-69.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | -10.7% | -1.5% | -9.3% | -10.1% |
| 30D | -25.7% | -24.5% | -1.2% | -16.8% |
| 3M | -21.6% | -10.7% | -10.9% | -20.2% |
| 6M | -27.8% | -19.1% | -8.7% | -22.4% |
| YTD | +61.8% | +1.6% | +60.1% | +55.2% |
| 1Y | +78.1% | +4.3% | +73.8% | +68.2% |
| 3Y | +4.9% | +19.0% | -14.1% | -8.0% |
| All | -14.9% | +54.3% | -69.3% | -28.2% |
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 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