+19.5%
EWZ vs SPY
+79.4%
-59.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | 0.0% |
| 7D | +0.6% | -0.9% | +1.5% | +1.2% |
| 30D | -25.5% | -2.4% | -23.1% | -24.4% |
| 3M | -4.5% | -1.2% | -3.4% | -3.9% |
| 6M | -15.3% | +3.3% | -18.6% | -17.4% |
| YTD | +3.1% | +12.3% | -9.2% | -5.3% |
| 1Y | +1.2% | +12.4% | -11.2% | -7.1% |
| All | +19.5% | +79.4% | -59.9% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling