+8.1%
EWZ vs SE
-48.0%
+56.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -2.8% | +1.2% |
| 7D | -4.1% | +6.7% | -10.7% | -4.6% |
| 30D | -25.0% | -17.2% | -7.8% | -23.8% |
| 3M | -10.6% | -28.0% | +17.4% | -8.4% |
| 6M | -16.6% | -6.1% | -10.5% | -17.7% |
| YTD | +2.5% | -37.1% | +39.6% | +5.9% |
| 1Y | +8.1% | -48.8% | +56.8% | +12.8% |
| All | +8.1% | -48.0% | +56.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling