+81.2%
EWZ vs SPY
+313.2%
-232.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | +4.8% | +0.1% | +4.8% | +4.8% |
| 3M | +9.9% | +2.0% | +7.9% | +7.4% |
| 6M | +1.9% | +13.0% | -11.1% | -10.4% |
| YTD | +20.3% | +13.5% | +6.8% | +5.3% |
| 1Y | +35.6% | +20.0% | +15.7% | +12.0% |
| 3Y | +43.4% | +77.2% | -33.8% | -24.2% |
| 5Y | +55.9% | +81.9% | -25.9% | -22.2% |
| All | +81.2% | +313.2% | -232.0% | -71.2% |
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