+43.6%
EWZ vs STZ
+3.4%
+40.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -1.5% | +4.9% | -6.4% | -3.3% |
| 30D | -24.5% | +20.9% | -45.4% | -29.6% |
| 3M | -10.7% | +8.0% | -18.7% | -13.6% |
| 6M | -19.1% | -5.3% | -13.8% | -18.1% |
| YTD | +1.6% | +5.9% | -4.3% | -2.4% |
| 1Y | +4.3% | +14.2% | -9.9% | -3.1% |
| 3Y | +19.0% | -37.0% | +55.9% | +36.8% |
| 5Y | +57.7% | -29.7% | +87.4% | +68.3% |
| All | +43.6% | +3.4% | +40.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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