+57.8%
EWZ vs SPG
+74.6%
-16.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -1.5% | +4.9% | -6.4% | -2.9% |
| 30D | -24.5% | +15.6% | -40.1% | -27.8% |
| 3M | -10.7% | +4.1% | -14.8% | -11.9% |
| 6M | -19.1% | +13.6% | -32.7% | -22.4% |
| YTD | +1.6% | +27.5% | -25.9% | -6.1% |
| 1Y | +4.3% | +32.2% | -27.9% | -4.7% |
| 3Y | +19.0% | +126.0% | -107.0% | -10.4% |
| All | +57.8% | +74.6% | -16.8% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling