+49.5%
EWZ vs SPYG
+103.0%
-53.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | +4.8% | -0.4% | +5.3% | +5.1% |
| 3M | +9.9% | +0.5% | +9.3% | +9.4% |
| 6M | +1.9% | +17.5% | -15.5% | -6.5% |
| YTD | +20.3% | +14.3% | +6.0% | +11.7% |
| 1Y | +35.6% | +21.7% | +13.9% | +22.2% |
| All | +49.5% | +103.0% | -53.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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