+25.0%
EWZ vs SE
+363.8%
-338.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.2% |
| 7D | +0.8% | -0.5% | +1.2% | +0.8% |
| 30D | -24.4% | -20.9% | -3.4% | -22.2% |
| 3M | -4.6% | -38.9% | +34.3% | +1.4% |
| 6M | -11.6% | -19.4% | +7.9% | -9.9% |
| YTD | +2.4% | -40.9% | +43.3% | +8.1% |
| 1Y | +2.1% | -46.2% | +48.3% | +8.9% |
| 3Y | +18.7% | +63.7% | -45.0% | +6.6% |
| 5Y | +54.2% | -77.9% | +132.1% | +77.8% |
| All | +25.0% | +363.8% | -338.8% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling