+432.5%
EWZ vs STZ
+2,269.5%
-1,836.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +6.5% | -1.9% | +8.4% | +7.3% |
| 30D | +4.8% | -1.9% | +6.7% | +5.4% |
| 3M | +9.9% | -6.2% | +16.1% | +11.9% |
| 6M | +1.9% | -14.0% | +16.0% | +7.0% |
| YTD | +20.3% | -5.1% | +25.4% | +20.9% |
| 1Y | +35.6% | -9.6% | +45.2% | +38.0% |
| 3Y | +43.4% | -47.2% | +90.7% | +75.0% |
| 5Y | +55.9% | -33.6% | +89.5% | +70.7% |
| 10Y | +84.2% | -9.8% | +93.9% | +73.2% |
| All | +432.5% | +2,269.5% | -1,836.9% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling