+1,907.8%
STX vs EWT
+435.9%
+1,471.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | 0.0% |
| 7D | -17.3% | -3.7% | -13.6% | -13.8% |
| 30D | -35.9% | -17.2% | -18.8% | -23.1% |
| 3M | -37.3% | -7.3% | -30.0% | -32.1% |
| 6M | -35.8% | -1.5% | -34.3% | -33.4% |
| YTD | +82.7% | +49.0% | +33.7% | +33.4% |
| 1Y | +71.6% | +50.6% | +21.0% | +24.5% |
| 3Y | +635.3% | +148.9% | +486.4% | +243.9% |
| 5Y | +483.8% | +116.1% | +367.7% | +206.4% |
| All | +1,907.8% | +435.9% | +1,471.9% | +386.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling