+1,383.2%
STX vs EWT
+199.6%
+1,183.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.6% | +7.1% | +7.0% |
| 7D | +10.7% | +1.6% | +9.1% | +9.1% |
| 30D | +11.3% | +8.2% | +3.1% | +3.7% |
| 3M | +3.2% | +11.1% | -7.8% | -5.3% |
| 6M | +157.0% | +60.4% | +96.5% | +72.8% |
| YTD | +229.2% | +75.6% | +153.6% | +106.7% |
| 1Y | +381.8% | +91.3% | +290.5% | +184.9% |
| 3Y | +1,383.2% | +200.3% | +1,182.9% | +544.0% |
| All | +1,383.2% | +199.6% | +1,183.6% | +544.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling