+57.8%
EWZ vs SE
-78.9%
+136.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.2% |
| 3M | -10.7% | -31.8% | +21.1% | -8.1% |
| 6M | -19.1% | -15.9% | -3.2% | -18.5% |
| YTD | +1.6% | -40.6% | +42.3% | +5.1% |
| 1Y | +4.3% | -50.7% | +55.0% | +9.3% |
| 3Y | +19.0% | +70.3% | -51.3% | +12.8% |
| All | +57.8% | -78.9% | +136.7% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling