+33.1%
EWZ vs SN
+490.7%
-457.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.5% | -9.3% | +15.8% | +7.9% |
| 30D | +4.8% | -4.8% | +9.6% | +5.4% |
| 3M | +9.9% | +40.4% | -30.5% | +4.2% |
| 6M | +1.9% | +50.9% | -49.0% | -4.7% |
| YTD | +20.3% | +54.9% | -34.6% | +12.0% |
| 1Y | +35.6% | +43.0% | -7.4% | +27.0% |
| 3Y | +43.4% | +391.8% | -348.4% | +13.5% |
| All | +33.1% | +490.7% | -457.5% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling