+50.3%
EWZ vs SPG
+117.3%
-67.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.2% |
| 7D | +1.4% | +5.1% | -3.7% | -0.4% |
| 30D | -25.1% | +16.8% | -41.9% | -29.3% |
| 3M | -7.7% | +5.7% | -13.4% | -9.7% |
| 6M | -15.8% | +17.8% | -33.6% | -21.1% |
| YTD | +3.6% | +30.1% | -26.5% | -6.5% |
| 1Y | +5.5% | +32.8% | -27.3% | -5.5% |
| 3Y | +22.1% | +137.2% | -115.1% | -13.5% |
| 5Y | +58.3% | +81.5% | -23.1% | +21.2% |
| 10Y | +50.3% | +116.5% | -66.2% | -1.4% |
| All | +50.3% | +117.3% | -67.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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