+48.9%
EWZ vs SPXU
-100.0%
+148.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.2% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | +0.8% | +4.0% | +5.3% |
| 3M | +9.9% | -4.7% | +14.6% | +8.8% |
| 6M | +1.9% | -29.6% | +31.6% | -9.0% |
| YTD | +20.3% | -29.9% | +50.2% | +7.8% |
| 1Y | +35.6% | -39.1% | +74.7% | +16.2% |
| 3Y | +43.4% | -80.0% | +123.4% | -12.4% |
| 5Y | +55.9% | -86.0% | +142.0% | -4.6% |
| 10Y | +84.2% | -99.5% | +183.7% | -58.1% |
| All | +48.9% | -100.0% | +148.9% | -91.4% |
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