+50.3%
EWZ vs STZ
+12.5%
+37.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.1% |
| 7D | +1.4% | +3.4% | -2.0% | +0.1% |
| 30D | -25.1% | +19.6% | -44.7% | -29.9% |
| 3M | -7.7% | +8.0% | -15.8% | -10.7% |
| 6M | -15.8% | -0.3% | -15.6% | -16.5% |
| YTD | +3.6% | +8.6% | -4.9% | -1.3% |
| 1Y | +5.5% | +17.3% | -11.8% | -2.9% |
| 3Y | +22.1% | -34.7% | +56.8% | +38.4% |
| 5Y | +58.3% | -27.6% | +86.0% | +67.1% |
| 10Y | +50.3% | +11.8% | +38.5% | +27.1% |
| All | +50.3% | +12.5% | +37.7% | +27.1% |
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