+2.1%
EWZ vs SPG
+33.2%
-31.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +0.8% | +2.0% | -1.2% | +0.4% |
| 30D | -24.4% | +17.2% | -41.6% | -26.8% |
| 3M | -4.6% | +6.3% | -10.9% | -5.5% |
| 6M | -11.6% | +18.7% | -30.3% | -16.0% |
| YTD | +2.4% | +30.1% | -27.7% | -3.2% |
| 1Y | +2.1% | +32.8% | -30.7% | -4.1% |
| All | +2.1% | +33.2% | -31.1% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling