+35.3%
EWZ vs SU
+71.3%
-36.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.1% | +1.7% | -0.5% | +1.0% |
| 30D | +13.5% | +9.6% | +3.9% | +12.3% |
| 3M | +15.2% | +11.7% | +3.5% | +13.8% |
| 6M | +3.7% | +21.9% | -18.2% | -2.3% |
| YTD | +22.5% | +58.6% | -36.1% | +4.1% |
| 1Y | +35.3% | +66.5% | -31.3% | +11.2% |
| All | +35.3% | +71.3% | -36.1% | +11.2% |
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