+3,621.5%
STX vs EWT
+510.6%
+3,110.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +9.6% | +2.1% | +7.4% | +7.5% |
| 30D | +10.6% | +9.4% | +1.2% | +2.4% |
| 3M | +4.8% | +10.9% | -6.1% | -3.3% |
| 6M | +137.3% | +57.9% | +79.3% | +61.8% |
| YTD | +222.5% | +75.9% | +146.6% | +101.7% |
| 1Y | +366.2% | +89.7% | +276.5% | +175.0% |
| 3Y | +1,352.9% | +200.9% | +1,152.0% | +471.9% |
| 5Y | +1,077.4% | +154.5% | +922.9% | +431.5% |
| 10Y | +3,621.5% | +520.8% | +3,100.7% | +702.0% |
| All | +3,621.5% | +510.6% | +3,110.9% | +702.0% |
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