+67.6%
EWZ vs SU
+343.5%
-275.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.7% |
| 7D | +5.6% | -1.0% | +6.5% | +5.9% |
| 30D | +9.3% | +13.7% | -4.4% | +5.2% |
| 3M | +15.7% | +8.0% | +7.7% | +12.8% |
| 6M | +7.4% | +21.0% | -13.6% | +0.4% |
| YTD | +22.7% | +56.2% | -33.6% | +5.8% |
| 1Y | +36.4% | +72.2% | -35.8% | +14.0% |
| 3Y | +50.4% | +118.1% | -67.7% | +14.7% |
| 5Y | +67.6% | +350.3% | -282.7% | +3.5% |
| All | +67.6% | +343.5% | -275.9% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling