+57.8%
EWZ vs SITM
+42.2%
+15.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +17.4% | -16.7% | -0.6% |
| 7D | -1.5% | -6.7% | +5.3% | -1.2% |
| 30D | -24.5% | -37.3% | +12.8% | -22.1% |
| 3M | -10.7% | -39.4% | +28.7% | -7.9% |
| 6M | -19.1% | -33.1% | +14.0% | -18.2% |
| YTD | +1.6% | +18.0% | -16.4% | -2.7% |
| 1Y | +4.3% | +22.7% | -18.4% | -0.7% |
| 3Y | +19.0% | +283.8% | -264.8% | -0.1% |
| All | +57.8% | +42.2% | +15.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling