+8.1%
EWZ vs SU
+88.1%
-80.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.2% | +1.8% |
| 7D | -4.1% | -7.1% | +3.0% | -3.8% |
| 30D | -25.0% | +4.8% | -29.7% | -25.1% |
| 3M | -10.6% | +12.5% | -23.1% | -11.5% |
| 6M | -16.6% | +6.5% | -23.1% | -16.9% |
| YTD | +2.5% | +65.8% | -63.3% | -13.9% |
| 1Y | +8.1% | +86.2% | -78.1% | -12.8% |
| All | +8.1% | +88.1% | -80.0% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling