+19.0%
EWZ vs SE
+64.9%
-46.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.5% | +2.0% | -3.5% | -1.7% |
| 30D | -24.5% | -20.0% | -4.5% | -22.8% |
| 3M | -10.7% | -31.8% | +21.1% | -7.3% |
| 6M | -19.1% | -15.9% | -3.2% | -18.4% |
| YTD | +1.6% | -40.6% | +42.3% | +6.3% |
| 1Y | +4.3% | -50.7% | +55.0% | +11.3% |
| 3Y | +19.0% | +70.3% | -51.3% | +13.8% |
| All | +19.0% | +64.9% | -46.0% | +13.8% |
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 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