+432.5%
EWZ vs SM
+339.6%
+93.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.2% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +4.8% | +26.3% | -21.5% | -0.7% |
| 3M | +9.9% | +8.7% | +1.2% | +6.7% |
| 6M | +1.9% | +51.7% | -49.7% | -9.5% |
| YTD | +20.3% | +99.0% | -78.7% | -0.1% |
| 1Y | +35.6% | +34.6% | +1.0% | +22.0% |
| 3Y | +43.4% | -7.8% | +51.2% | +34.3% |
| 5Y | +55.9% | +104.8% | -48.8% | +13.1% |
| 10Y | +84.2% | +7.2% | +76.9% | -7.2% |
| All | +432.5% | +339.6% | +93.0% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling