+14.7%
EWZ vs SN
+681.9%
-667.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -1.0% | +1.6% |
| 7D | +1.4% | +7.6% | -6.2% | +0.4% |
| 30D | -25.1% | +24.1% | -49.2% | -27.3% |
| 3M | -7.7% | +23.7% | -31.4% | -10.5% |
| 6M | -15.8% | +105.5% | -121.4% | -24.5% |
| YTD | +3.6% | +105.1% | -101.5% | -7.2% |
| 1Y | +5.5% | +148.3% | -142.8% | -7.8% |
| 3Y | +22.1% | +438.7% | -416.6% | -5.3% |
| All | +14.7% | +681.9% | -667.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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