+56.7%
EWZ vs SFM
+132.6%
-75.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.0% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | -4.4% | +9.2% | +5.3% |
| 3M | +9.9% | +1.5% | +8.4% | +9.3% |
| 6M | +1.9% | +6.5% | -4.5% | +0.4% |
| YTD | +20.3% | +2.2% | +18.1% | +18.8% |
| 1Y | +35.6% | -41.9% | +77.5% | +43.4% |
| 3Y | +43.4% | +106.8% | -63.3% | +24.0% |
| 5Y | +55.9% | +231.6% | -175.6% | +21.7% |
| 10Y | +84.2% | +258.4% | -174.3% | +33.7% |
| All | +56.7% | +132.6% | -75.9% | +18.1% |
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