+32.3%
EWZ vs SFM
+40.3%
-7.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.2% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | -24.5% | -24.8% | +0.2% | -22.4% |
| 3M | -10.7% | -43.7% | +33.0% | -5.3% |
| 6M | -19.1% | -37.3% | +18.2% | -15.6% |
| YTD | +1.6% | -38.4% | +40.0% | +5.6% |
| 1Y | +4.3% | -36.9% | +41.2% | +8.0% |
| 3Y | +19.0% | +20.7% | -1.7% | +8.9% |
| 5Y | +57.7% | +103.5% | -45.8% | +29.3% |
| 10Y | +51.3% | +139.7% | -88.4% | +14.1% |
| All | +32.3% | +40.3% | -7.9% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling