+352.2%
EWZ vs SU
+1,969.5%
-1,617.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +1.3% | -10.2% | +11.5% | +6.6% |
| 30D | -26.2% | -6.2% | -20.0% | -24.2% |
| 3M | -8.6% | +8.7% | -17.3% | -13.3% |
| 6M | -17.0% | +7.2% | -24.3% | -21.5% |
| YTD | +2.2% | +55.9% | -53.8% | -20.5% |
| 1Y | +2.7% | +60.4% | -57.7% | -21.3% |
| 3Y | +18.2% | +125.2% | -107.0% | -26.1% |
| 5Y | +56.0% | +216.7% | -160.7% | -23.1% |
| 10Y | +60.8% | +223.9% | -163.1% | -31.2% |
| All | +352.2% | +1,969.5% | -1,617.3% | +28.5% |
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 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