+57.8%
EWZ vs STZ
-29.7%
+87.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.0% |
| 7D | -1.5% | +4.9% | -6.4% | -2.3% |
| 30D | -24.5% | +20.9% | -45.4% | -27.0% |
| 3M | -10.7% | +8.0% | -18.7% | -12.0% |
| 6M | -19.1% | -5.3% | -13.8% | -18.4% |
| YTD | +1.6% | +5.9% | -4.3% | -0.1% |
| 1Y | +4.3% | +14.2% | -9.9% | +0.8% |
| 3Y | +19.0% | -37.0% | +55.9% | +28.6% |
| All | +57.8% | -29.7% | +87.5% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling