+1,077.4%
STX vs EWT
+152.9%
+924.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +9.6% | +2.1% | +7.4% | +7.4% |
| 30D | +10.6% | +9.4% | +1.2% | +1.9% |
| 3M | +4.8% | +10.9% | -6.1% | -4.0% |
| 6M | +137.3% | +57.9% | +79.3% | +57.8% |
| YTD | +222.5% | +75.9% | +146.6% | +95.9% |
| 1Y | +366.2% | +89.7% | +276.5% | +166.5% |
| 3Y | +1,352.9% | +200.9% | +1,152.0% | +434.9% |
| 5Y | +1,077.4% | +154.5% | +922.9% | +399.9% |
| All | +1,077.4% | +152.9% | +924.5% | +399.9% |
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 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