+483.8%
STX vs EWT
+114.1%
+369.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | +0.1% |
| 7D | -17.3% | -3.7% | -13.6% | -13.6% |
| 30D | -35.9% | -17.2% | -18.8% | -22.2% |
| 3M | -37.3% | -7.3% | -30.0% | -31.8% |
| 6M | -35.8% | -1.5% | -34.3% | -33.4% |
| YTD | +82.7% | +49.0% | +33.7% | +30.9% |
| 1Y | +71.6% | +50.6% | +21.0% | +22.1% |
| 3Y | +635.3% | +148.9% | +486.4% | +225.5% |
| 5Y | +483.8% | +116.1% | +367.7% | +193.1% |
| All | +483.8% | +114.1% | +369.6% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling