+57.8%
EWZ vs SPYG
+63.1%
-5.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.5% | -3.6% | +2.2% | +0.2% |
| 30D | -24.5% | -11.2% | -13.4% | -20.4% |
| 3M | -10.7% | -8.1% | -2.6% | -7.3% |
| 6M | -19.1% | -3.3% | -15.8% | -18.2% |
| YTD | +1.6% | +5.5% | -3.9% | -1.5% |
| 1Y | +4.3% | +7.0% | -2.7% | +0.4% |
| 3Y | +19.0% | +89.5% | -70.5% | -12.4% |
| All | +57.8% | +63.1% | -5.3% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling