+3,343.4%
STX vs EWZ
+94.8%
+3,248.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.8% | -3.4% |
| 7D | -2.3% | +0.9% | -3.1% | -2.5% |
| 30D | -5.5% | +12.8% | -18.3% | -9.8% |
| 3M | -4.3% | +10.8% | -15.1% | -8.0% |
| 6M | +115.6% | +2.5% | +113.1% | +113.2% |
| YTD | +202.2% | +21.4% | +180.8% | +181.9% |
| 1Y | +325.3% | +32.8% | +292.5% | +283.8% |
| 3Y | +1,283.9% | +45.2% | +1,238.7% | +1,094.9% |
| 5Y | +1,048.3% | +63.0% | +985.3% | +826.0% |
| All | +3,343.4% | +94.8% | +3,248.7% | +2,338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling