+453.9%
EWZ vs SPYG
+564.9%
-110.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.5% | +0.4% | +6.1% | +6.1% |
| 30D | +4.8% | -0.4% | +5.3% | +5.2% |
| 3M | +9.9% | +0.5% | +9.3% | +8.6% |
| 6M | +1.9% | +17.5% | -15.5% | -13.3% |
| YTD | +20.3% | +14.3% | +6.0% | +4.9% |
| 1Y | +35.6% | +21.7% | +13.9% | +11.0% |
| 3Y | +43.4% | +98.6% | -55.2% | -30.5% |
| 5Y | +55.9% | +85.1% | -29.2% | -23.5% |
| 10Y | +84.2% | +412.0% | -327.9% | -68.1% |
| All | +453.9% | +564.9% | -110.9% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling