+50.4%
EWZ vs SITM
+409.8%
-359.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.2% |
| 7D | +5.6% | +8.4% | -2.8% | +4.8% |
| 30D | +9.3% | -17.4% | +26.7% | +10.8% |
| 3M | +15.7% | -9.8% | +25.5% | +15.6% |
| 6M | +7.4% | +83.0% | -75.5% | -0.7% |
| YTD | +22.7% | +69.6% | -46.9% | +13.7% |
| 1Y | +36.4% | +144.9% | -108.5% | +21.3% |
| 3Y | +50.4% | +429.9% | -379.5% | +20.3% |
| All | +50.4% | +409.8% | -359.4% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling