+123.8%
STX vs EWT
+54.0%
+69.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.2% | -6.9% | -6.7% |
| 7D | -20.2% | -10.9% | -9.3% | -8.5% |
| 30D | -37.2% | -17.7% | -19.5% | -20.8% |
| 3M | -34.1% | -5.0% | -29.0% | -29.9% |
| 6M | -24.5% | +7.4% | -31.8% | -29.7% |
| YTD | +102.9% | +52.8% | +50.1% | +11.4% |
| 1Y | +123.8% | +55.2% | +68.6% | +19.7% |
| All | +123.8% | +54.0% | +69.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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