+64.6%
EWZ vs SNY
+9.1%
+55.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +1.1% | -3.6% | +4.8% | +1.9% |
| 30D | +13.5% | -1.9% | +15.4% | +13.9% |
| 3M | +15.2% | -2.0% | +17.2% | +15.5% |
| 6M | +3.7% | +2.5% | +1.2% | +3.0% |
| YTD | +22.5% | -7.0% | +29.5% | +24.0% |
| 1Y | +35.3% | -4.4% | +39.6% | +35.8% |
| 3Y | +50.2% | -8.4% | +58.6% | +50.3% |
| 5Y | +64.6% | +9.5% | +55.0% | +55.8% |
| All | +64.6% | +9.1% | +55.4% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling