+10,249.8%
STX vs EWZ
+956.5%
+9,293.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | -37.9% | -6.1% | -31.7% | -37.5% |
| 6M | -32.5% | -16.1% | -16.4% | -28.7% |
| YTD | +98.6% | +1.0% | +97.6% | +94.5% |
| 1Y | +93.6% | 0.0% | +93.6% | +90.0% |
| 3Y | +699.1% | +16.8% | +682.2% | +625.3% |
| 5Y | +481.0% | +52.1% | +428.9% | +355.7% |
| 10Y | +2,082.0% | +63.6% | +2,018.4% | +1,362.5% |
| All | +10,249.8% | +956.5% | +9,293.2% | +3,251.4% |
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