+476.2%
STX vs EWZ
+53.9%
+422.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.6% |
| 7D | +14.6% | +0.8% | +13.8% | +14.4% |
| 30D | -26.0% | -24.4% | -1.6% | -19.0% |
| 3M | -42.6% | -4.6% | -38.0% | -43.2% |
| 6M | -35.3% | -11.6% | -23.7% | -33.9% |
| YTD | +92.5% | +2.4% | +90.1% | +86.8% |
| 1Y | +102.4% | +2.1% | +100.3% | +96.2% |
| 3Y | +673.8% | +18.7% | +655.1% | +603.7% |
| All | +476.2% | +53.9% | +422.2% | +402.2% |
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