+349.8%
EWZ vs SPG
+3,176.0%
-2,826.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.5% | +4.9% | -6.4% | -3.6% |
| 30D | -24.5% | +15.6% | -40.1% | -29.4% |
| 3M | -10.7% | +4.1% | -14.8% | -12.5% |
| 6M | -19.1% | +13.6% | -32.7% | -24.0% |
| YTD | +1.6% | +27.5% | -25.9% | -9.6% |
| 1Y | +4.3% | +32.2% | -27.9% | -8.7% |
| 3Y | +19.0% | +126.0% | -107.0% | -20.2% |
| 5Y | +57.7% | +74.7% | -17.1% | +15.3% |
| 10Y | +51.3% | +112.8% | -61.5% | -12.5% |
| All | +349.8% | +3,176.0% | -2,826.1% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling