+4.1%
EWZ vs SYY
+7.3%
-3.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.8% |
| 7D | +1.4% | -4.1% | +5.5% | +1.6% |
| 30D | -25.1% | +0.3% | -25.4% | -25.3% |
| 3M | -7.7% | -6.3% | -1.4% | -7.2% |
| 6M | -15.8% | +9.7% | -25.5% | -17.1% |
| YTD | +3.6% | +9.4% | -5.8% | +1.4% |
| All | +4.1% | +7.3% | -3.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling