+4.3%
EWZ vs SM
+72.1%
-67.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.8% |
| 7D | -1.5% | -25.9% | +24.4% | -3.2% |
| 30D | -24.5% | -15.1% | -9.4% | -25.1% |
| 3M | -10.7% | +4.9% | -15.6% | -9.7% |
| 6M | -19.1% | +6.1% | -25.2% | -17.7% |
| YTD | +1.6% | +63.4% | -61.8% | +0.8% |
| 1Y | +4.3% | +72.5% | -68.2% | +1.3% |
| All | +4.3% | +72.1% | -67.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling