+6.6%
STM vs EWZ
+352.8%
-346.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +4.1% |
| 7D | -10.7% | -1.5% | -9.3% | -10.0% |
| 30D | -25.7% | -24.5% | -1.2% | -15.9% |
| 3M | -21.6% | -10.7% | -10.9% | -19.1% |
| 6M | -27.8% | -19.1% | -8.7% | -21.4% |
| YTD | +61.8% | +1.6% | +60.1% | +57.0% |
| 1Y | +78.1% | +4.3% | +73.8% | +70.2% |
| 3Y | +4.9% | +19.0% | -14.1% | -6.6% |
| 5Y | -14.3% | +57.7% | -71.9% | -36.2% |
| 10Y | +414.1% | +51.3% | +362.7% | +252.5% |
| All | +6.6% | +352.8% | -346.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling