+56.0%
EWZ vs SE
-77.3%
+133.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -26.2% | -19.4% | -6.8% | -24.9% |
| 3M | -8.6% | -33.1% | +24.5% | -5.8% |
| 6M | -17.0% | -11.4% | -5.6% | -16.8% |
| YTD | +2.2% | -39.8% | +42.0% | +5.5% |
| 1Y | +2.7% | -50.5% | +53.1% | +7.6% |
| 3Y | +18.2% | +68.9% | -50.7% | +12.2% |
| 5Y | +56.0% | -77.1% | +133.1% | +77.2% |
| All | +56.0% | -77.3% | +133.4% | +77.2% |
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