+43.6%
EWZ vs SPY
+312.9%
-269.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | -1.5% | -2.7% | +1.2% | +1.2% |
| 30D | -24.5% | -5.4% | -19.1% | -20.4% |
| 3M | -10.7% | -4.1% | -6.6% | -7.1% |
| 6M | -19.1% | +0.7% | -19.8% | -20.1% |
| YTD | +1.6% | +8.7% | -7.0% | -7.1% |
| 1Y | +4.3% | +10.9% | -6.6% | -6.7% |
| 3Y | +19.0% | +75.0% | -56.0% | -36.3% |
| 5Y | +57.7% | +67.8% | -10.1% | -13.1% |
| All | +43.6% | +312.9% | -269.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling