+16,011.1%
STX vs EWZ
+1,158.7%
+14,852.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.7% |
| 7D | +2.4% | +6.5% | -4.1% | -0.5% |
| 30D | +1.4% | +4.8% | -3.5% | -0.9% |
| 3M | -8.2% | +9.9% | -18.1% | -11.9% |
| 6M | +127.0% | +1.9% | +125.1% | +124.7% |
| YTD | +209.1% | +20.3% | +188.8% | +186.0% |
| 1Y | +365.4% | +35.6% | +329.8% | +309.2% |
| 3Y | +1,135.4% | +43.4% | +1,092.0% | +944.9% |
| 5Y | +991.5% | +55.9% | +935.6% | +759.9% |
| 10Y | +3,695.8% | +84.2% | +3,611.7% | +2,349.1% |
| All | +16,011.1% | +1,158.7% | +14,852.4% | +4,828.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling