+8.1%
EWZ vs SITM
+47.5%
-39.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.4% | +11.0% | +2.2% |
| 7D | -4.1% | -19.5% | +15.5% | -2.9% |
| 30D | -25.0% | -43.2% | +18.2% | -22.5% |
| 3M | -10.6% | -30.8% | +20.2% | -9.2% |
| 6M | -16.6% | -28.6% | +12.0% | -16.5% |
| YTD | +2.5% | +14.2% | -11.7% | -2.8% |
| 1Y | +8.1% | +44.4% | -36.3% | +1.9% |
| All | +8.1% | +47.5% | -39.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling