+25.8%
EWZ vs SPXU
-100.0%
+125.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.4% |
| 7D | -1.5% | +7.6% | -9.0% | +1.6% |
| 30D | -24.5% | +17.5% | -42.0% | -19.5% |
| 3M | -10.7% | +14.7% | -25.3% | -5.3% |
| 6M | -19.1% | -0.1% | -19.0% | -17.9% |
| YTD | +1.6% | -19.8% | +21.4% | -3.6% |
| 1Y | +4.3% | -23.7% | +28.0% | -2.6% |
| 3Y | +19.0% | -79.5% | +98.4% | -27.0% |
| 5Y | +57.7% | -81.9% | +139.6% | +7.3% |
| 10Y | +51.3% | -99.5% | +150.8% | -65.6% |
| All | +25.8% | -100.0% | +125.7% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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