+88.8%
EWZ vs SU
+268.2%
-179.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | -0.1% | +1.6% | -1.6% | -0.7% |
| 30D | +8.2% | +10.7% | -2.5% | +3.7% |
| 3M | +13.3% | +13.5% | -0.2% | +7.0% |
| 6M | +3.6% | +21.8% | -18.2% | -5.8% |
| YTD | +21.0% | +58.8% | -37.9% | -1.6% |
| 1Y | +34.7% | +72.0% | -37.4% | +5.8% |
| 3Y | +48.3% | +121.7% | -73.4% | +1.8% |
| 5Y | +60.1% | +350.4% | -290.3% | -24.8% |
| All | +88.8% | +268.2% | -179.4% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling