+50.3%
EWZ vs SFM
+146.8%
-96.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +1.4% | -10.2% | +11.6% | +2.4% |
| 30D | -25.1% | -23.9% | -1.2% | -23.4% |
| 3M | -7.7% | -42.3% | +34.5% | -3.2% |
| 6M | -15.8% | -40.1% | +24.3% | -12.3% |
| YTD | +3.6% | -37.8% | +41.4% | +7.0% |
| 1Y | +5.5% | -37.1% | +42.6% | +8.7% |
| 3Y | +22.1% | +21.5% | +0.6% | +12.3% |
| 5Y | +58.3% | +103.8% | -45.4% | +31.2% |
| 10Y | +50.3% | +142.0% | -91.7% | +16.2% |
| All | +50.3% | +146.8% | -96.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling