+40.7%
EWZ vs SITM
+4,437.5%
-4,396.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.1% | +3.7% | -3.8% | -0.6% |
| 30D | +8.2% | -14.5% | +22.7% | +10.1% |
| 3M | +13.3% | -10.6% | +23.9% | +13.2% |
| 6M | +3.6% | +65.5% | -61.9% | -6.3% |
| YTD | +21.0% | +67.0% | -46.0% | +8.4% |
| 1Y | +34.7% | +138.6% | -103.9% | +13.4% |
| 3Y | +48.3% | +421.8% | -373.5% | +3.1% |
| 5Y | +60.1% | +172.4% | -112.4% | +10.1% |
| All | +40.7% | +4,437.5% | -4,396.7% | -57.7% |
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