+66.5%
EWZ vs SFM
+140.2%
-73.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.3% |
| 7D | +0.8% | +6.0% | -5.3% | +0.2% |
| 30D | -24.4% | -19.5% | -4.9% | -23.1% |
| 3M | -4.6% | -37.0% | +32.4% | -0.7% |
| 6M | -11.6% | -41.0% | +29.4% | -7.5% |
| YTD | +2.4% | -34.6% | +37.0% | +5.3% |
| 1Y | +2.1% | -36.3% | +38.3% | +5.3% |
| 3Y | +18.7% | +24.5% | -5.8% | +8.7% |
| 5Y | +54.2% | +115.9% | -61.7% | +26.2% |
| All | +66.5% | +140.2% | -73.7% | +27.6% |
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