+60.8%
EWZ vs SM
+4.2%
+56.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.6% |
| 7D | +1.3% | -19.5% | +20.8% | +4.2% |
| 30D | -26.2% | -20.2% | -5.9% | -24.1% |
| 3M | -8.6% | -6.5% | -2.1% | -8.4% |
| 6M | -17.0% | +1.6% | -18.6% | -18.4% |
| YTD | +2.2% | +61.2% | -59.1% | -7.2% |
| 1Y | +2.7% | +65.4% | -62.7% | -7.3% |
| 3Y | +18.2% | -13.0% | +31.2% | +14.1% |
| 5Y | +56.0% | -4.3% | +60.3% | +43.2% |
| 10Y | +60.8% | +3.0% | +57.8% | -1.9% |
| All | +60.8% | +4.2% | +56.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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