+19.0%
EWZ vs SM
-20.0%
+39.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.5% | -25.9% | +24.4% | +0.5% |
| 30D | -24.5% | -15.1% | -9.4% | -23.8% |
| 3M | -10.7% | +4.9% | -15.6% | -11.5% |
| 6M | -19.1% | +6.1% | -25.2% | -20.4% |
| YTD | +1.6% | +63.4% | -61.8% | -6.9% |
| 1Y | +4.3% | +72.5% | -68.2% | -5.3% |
| 3Y | +19.0% | -16.9% | +35.9% | +11.9% |
| All | +19.0% | -20.0% | +39.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling