+2,064.8%
STX vs EWZ
+69.7%
+1,995.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.9% | +9.1% | +9.7% |
| 7D | -1.0% | +0.6% | -1.5% | -1.0% |
| 30D | -26.8% | -25.5% | -1.3% | -19.2% |
| 3M | -32.7% | -4.5% | -28.2% | -32.9% |
| 6M | -33.7% | -15.3% | -18.5% | -30.8% |
| YTD | +101.0% | +3.1% | +97.9% | +95.7% |
| 1Y | +92.7% | +1.2% | +91.5% | +88.6% |
| 3Y | +708.7% | +19.3% | +689.4% | +638.1% |
| 5Y | +504.0% | +52.3% | +451.7% | +391.0% |
| All | +2,064.8% | +69.7% | +1,995.0% | +1,447.3% |
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