+347.0%
EWZ vs SU
+2,016.5%
-1,669.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | +0.1% | +0.3% | -0.3% | -0.1% |
| 30D | -25.9% | -7.9% | -18.0% | -23.2% |
| 3M | -6.1% | +9.2% | -15.3% | -11.1% |
| 6M | -16.1% | +5.5% | -21.6% | -19.9% |
| YTD | +1.0% | +59.5% | -58.5% | -22.3% |
| 1Y | 0.0% | +59.9% | -60.0% | -23.3% |
| 3Y | +16.8% | +130.3% | -113.5% | -27.7% |
| 5Y | +52.1% | +225.3% | -173.2% | -26.0% |
| 10Y | +63.6% | +237.5% | -173.9% | -31.5% |
| All | +347.0% | +2,016.5% | -1,669.5% | +25.6% |
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