+20.6%
EWZ vs SITM
+3,415.8%
-3,395.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.6% | -7.7% | +0.7% |
| 7D | +1.4% | +9.4% | -8.0% | -0.2% |
| 30D | -25.1% | -25.4% | +0.3% | -22.8% |
| 3M | -7.7% | -37.0% | +29.3% | -3.3% |
| 6M | -15.8% | -45.1% | +29.3% | -11.5% |
| YTD | +3.6% | +29.4% | -25.8% | -5.0% |
| 1Y | +5.5% | +39.8% | -34.3% | -4.7% |
| 3Y | +22.1% | +328.2% | -306.1% | -13.7% |
| 5Y | +58.3% | +87.4% | -29.0% | +16.0% |
| All | +20.6% | +3,415.8% | -3,395.2% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling