+432.5%
EWZ vs SU
+1,956.6%
-1,524.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +6.5% | +3.6% | +2.9% | +4.6% |
| 30D | +4.8% | +7.9% | -3.0% | +0.7% |
| 3M | +9.9% | +3.5% | +6.4% | +7.1% |
| 6M | +1.9% | +19.0% | -17.0% | -8.3% |
| YTD | +20.3% | +55.0% | -34.7% | -5.3% |
| 1Y | +35.6% | +71.2% | -35.6% | +1.3% |
| 3Y | +43.4% | +117.4% | -74.0% | -8.4% |
| 5Y | +55.9% | +335.2% | -279.2% | -35.2% |
| 10Y | +84.2% | +248.7% | -164.6% | -23.8% |
| All | +432.5% | +1,956.6% | -1,524.1% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling