+9,423.5%
STX vs EWT
+1,174.2%
+8,249.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.2% |
| 7D | -17.3% | -3.7% | -13.6% | -14.4% |
| 30D | -35.9% | -17.2% | -18.8% | -26.0% |
| 3M | -37.3% | -7.3% | -30.0% | -33.1% |
| 6M | -35.8% | -1.5% | -34.3% | -33.6% |
| YTD | +82.7% | +49.0% | +33.7% | +43.5% |
| 1Y | +71.6% | +50.6% | +21.0% | +34.1% |
| 3Y | +635.3% | +148.9% | +486.4% | +309.1% |
| 5Y | +483.8% | +116.1% | +367.7% | +258.3% |
| 10Y | +1,967.8% | +427.8% | +1,539.9% | +616.9% |
| All | +9,423.5% | +1,174.2% | +8,249.3% | +1,858.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling