+1,144.9%
STX vs EWZ
+60.6%
+1,084.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +5.7% |
| 7D | +10.7% | +5.6% | +5.2% | +8.2% |
| 30D | +11.3% | +9.3% | +2.0% | +7.1% |
| 3M | +3.2% | +15.7% | -12.5% | -2.7% |
| 6M | +157.0% | +7.4% | +149.5% | +149.0% |
| YTD | +229.2% | +22.7% | +206.5% | +205.4% |
| 1Y | +381.8% | +36.4% | +345.5% | +330.4% |
| 3Y | +1,383.2% | +50.4% | +1,332.8% | +1,166.3% |
| 5Y | +1,144.9% | +67.6% | +1,077.2% | +933.8% |
| All | +1,144.9% | +60.6% | +1,084.3% | +933.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling