+698.5%
STX vs EWZ
+17.9%
+680.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | +16.8% | +0.1% | +16.8% | +16.9% |
| 30D | -27.0% | -25.9% | -1.2% | -18.6% |
| 3M | -37.9% | -6.1% | -31.7% | -39.2% |
| 6M | -32.5% | -16.1% | -16.4% | -29.8% |
| YTD | +98.6% | +1.0% | +97.6% | +89.9% |
| 1Y | +93.6% | 0.0% | +93.6% | +85.1% |
| All | +698.5% | +17.9% | +680.7% | +597.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling