+89.4%
EWZ vs SNY
+64.5%
+24.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +0.9% | -3.3% | +4.2% | +2.2% |
| 30D | +12.8% | -2.2% | +14.9% | +13.7% |
| 3M | +10.8% | -3.0% | +13.8% | +11.7% |
| 6M | +2.5% | +2.7% | -0.2% | +0.9% |
| YTD | +21.4% | -6.8% | +28.2% | +24.0% |
| 1Y | +32.8% | -5.3% | +38.1% | +34.1% |
| 3Y | +45.2% | -9.8% | +55.0% | +44.9% |
| 5Y | +63.0% | +9.7% | +53.3% | +41.8% |
| All | +89.4% | +64.5% | +24.9% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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