+16,011.1%
STX vs EWT
+1,409.7%
+14,601.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.5% | +5.0% |
| 7D | +2.4% | +4.0% | -1.6% | -0.4% |
| 30D | +1.4% | +10.3% | -8.9% | -5.1% |
| 3M | -8.2% | +6.1% | -14.3% | -10.8% |
| 6M | +127.0% | +56.6% | +70.4% | +69.5% |
| YTD | +209.1% | +76.6% | +132.6% | +113.7% |
| 1Y | +365.4% | +97.9% | +267.6% | +199.3% |
| 3Y | +1,135.4% | +198.0% | +937.4% | +500.7% |
| 5Y | +991.5% | +151.8% | +839.7% | +496.3% |
| 10Y | +3,695.8% | +514.1% | +3,181.7% | +1,069.6% |
| All | +16,011.1% | +1,409.7% | +14,601.4% | +2,816.4% |
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