+95.3%
EWZ vs SYY
+98.2%
-2.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.1% |
| 7D | +5.6% | -2.8% | +8.3% | +6.9% |
| 30D | +9.3% | -5.3% | +14.5% | +11.8% |
| 3M | +15.7% | +5.1% | +10.6% | +13.0% |
| 6M | +7.4% | -5.0% | +12.4% | +8.5% |
| YTD | +22.7% | +10.7% | +12.0% | +15.2% |
| 1Y | +36.4% | +0.7% | +35.7% | +33.4% |
| 3Y | +50.4% | +24.0% | +26.3% | +31.0% |
| 5Y | +67.6% | +19.3% | +48.4% | +45.2% |
| All | +95.3% | +98.2% | -2.9% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling