+36.6%
EWZ vs SITM
+143.7%
-107.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.1% |
| 7D | +5.6% | +8.4% | -2.8% | +5.0% |
| 30D | +9.3% | -17.4% | +26.7% | +10.5% |
| 3M | +15.7% | -9.8% | +25.5% | +15.6% |
| 6M | +7.4% | +83.0% | -75.5% | -1.6% |
| YTD | +22.7% | +69.6% | -46.9% | +13.1% |
| All | +36.6% | +143.7% | -107.1% | +21.2% |
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