+19.0%
EWZ vs SPG
+124.5%
-105.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.5% | +4.9% | -6.4% | -2.7% |
| 30D | -24.5% | +15.6% | -40.1% | -27.5% |
| 3M | -10.7% | +4.1% | -14.8% | -11.7% |
| 6M | -19.1% | +13.6% | -32.7% | -22.2% |
| YTD | +1.6% | +27.5% | -25.9% | -5.6% |
| 1Y | +4.3% | +32.2% | -27.9% | -4.1% |
| 3Y | +19.0% | +126.0% | -107.0% | -14.1% |
| All | +19.0% | +124.5% | -105.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling