+10,374.7%
STX vs EWT
+1,248.4%
+9,126.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.8% | +4.2% | +5.8% |
| 7D | -1.0% | +3.2% | -4.2% | -2.3% |
| 30D | -26.8% | -12.3% | -14.4% | -18.6% |
| 3M | -32.7% | -3.6% | -29.1% | -30.0% |
| 6M | -33.7% | +3.1% | -36.9% | -33.6% |
| YTD | +101.0% | +57.7% | +43.3% | +51.9% |
| 1Y | +92.7% | +60.3% | +32.4% | +44.4% |
| 3Y | +708.7% | +163.4% | +545.3% | +333.0% |
| 5Y | +504.0% | +127.4% | +376.6% | +257.9% |
| 10Y | +2,108.4% | +462.7% | +1,645.7% | +633.6% |
| All | +10,374.7% | +1,248.4% | +9,126.3% | +1,972.7% |
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