+346.7%
EWZ vs SM
+257.4%
+89.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.5% |
| 7D | -4.2% | -25.1% | +21.0% | +1.6% |
| 30D | -26.1% | -15.6% | -10.6% | -23.8% |
| 3M | -12.0% | +2.7% | -14.7% | -13.6% |
| 6M | -19.3% | -3.8% | -15.4% | -20.6% |
| YTD | +0.9% | +61.8% | -60.9% | -13.1% |
| 1Y | +3.4% | +71.4% | -68.0% | -12.3% |
| 3Y | +18.6% | -20.7% | +39.3% | +14.1% |
| 5Y | +56.6% | -11.5% | +68.1% | +37.7% |
| 10Y | +50.3% | +10.2% | +40.1% | -26.5% |
| All | +346.7% | +257.4% | +89.3% | +25.1% |
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