+23.2%
EWZ vs SE
+365.4%
-342.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | -0.8% |
| 7D | -4.2% | -1.2% | -3.0% | -4.0% |
| 30D | -26.1% | -21.7% | -4.5% | -23.9% |
| 3M | -12.0% | -34.2% | +22.1% | -7.6% |
| 6M | -19.3% | -10.5% | -8.8% | -19.0% |
| YTD | +0.9% | -40.7% | +41.6% | +6.5% |
| 1Y | +3.4% | -52.1% | +55.4% | +11.9% |
| 3Y | +18.6% | +68.9% | -50.3% | +6.1% |
| 5Y | +56.6% | -78.9% | +135.5% | +82.2% |
| All | +23.2% | +365.4% | -342.2% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling