+941.2%
EWZ vs SNY
+245.1%
+696.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.3% |
| 7D | +5.6% | -2.7% | +8.3% | +7.1% |
| 30D | +9.3% | -0.7% | +9.9% | +9.6% |
| 3M | +15.7% | -1.6% | +17.3% | +16.0% |
| 6M | +7.4% | +2.3% | +5.2% | +5.4% |
| YTD | +22.7% | -6.0% | +28.7% | +25.6% |
| 1Y | +36.4% | -2.7% | +39.0% | +36.0% |
| 3Y | +50.4% | -7.5% | +57.9% | +46.8% |
| 5Y | +67.6% | +6.7% | +60.9% | +44.8% |
| 10Y | +84.1% | +62.3% | +21.8% | +20.6% |
| All | +941.2% | +245.1% | +696.1% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling