+40.0%
EWZ vs SITM
+4,608.4%
-4,568.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.5% | -7.3% | -1.6% |
| 7D | +6.5% | +9.7% | -3.2% | +5.2% |
| 30D | +4.8% | +12.7% | -7.9% | +2.4% |
| 3M | +9.9% | -13.4% | +23.3% | +10.2% |
| 6M | +1.9% | +59.6% | -57.7% | -7.4% |
| YTD | +20.3% | +73.3% | -53.0% | +7.3% |
| 1Y | +35.6% | +165.5% | -129.9% | +12.5% |
| 3Y | +43.4% | +368.7% | -325.3% | +1.6% |
| 5Y | +55.9% | +172.5% | -116.6% | +7.7% |
| All | +40.0% | +4,608.4% | -4,568.4% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling