+14.1%
EWZ vs SN
+673.1%
-659.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.6% | +3.5% | -2.9% | +0.1% |
| 30D | -25.5% | +19.4% | -44.9% | -27.3% |
| 3M | -4.5% | +20.9% | -25.4% | -7.1% |
| 6M | -15.3% | +111.1% | -126.4% | -24.2% |
| YTD | +3.1% | +102.8% | -99.7% | -7.6% |
| 1Y | +1.2% | +146.2% | -145.0% | -11.4% |
| 3Y | +19.3% | +441.4% | -422.2% | -7.5% |
| All | +14.1% | +673.1% | -659.0% | -12.6% |
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