+44.7%
EWZ vs SE
+197.9%
-153.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +6.5% | -6.1% | +12.6% | +7.2% |
| 30D | +4.8% | -2.5% | +7.3% | +4.9% |
| 3M | +9.9% | +21.7% | -11.8% | +6.8% |
| 6M | +1.9% | +27.0% | -25.1% | -1.8% |
| YTD | +20.3% | -12.1% | +32.4% | +20.7% |
| 1Y | +35.6% | -40.9% | +76.5% | +41.9% |
| All | +44.7% | +197.9% | -153.1% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling