+57.8%
EWZ vs SFM
+105.4%
-47.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.9% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -24.5% | -24.8% | +0.2% | -23.7% |
| 3M | -10.7% | -43.7% | +33.0% | -8.6% |
| 6M | -19.1% | -37.3% | +18.2% | -17.8% |
| YTD | +1.6% | -38.4% | +40.0% | +3.2% |
| 1Y | +4.3% | -36.9% | +41.2% | +5.7% |
| 3Y | +19.0% | +20.7% | -1.7% | +13.8% |
| All | +57.8% | +105.4% | -47.5% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling