+49.5%
EWZ vs SYY
+26.8%
+22.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +6.5% | -2.3% | +8.8% | +7.0% |
| 30D | +4.8% | -4.9% | +9.8% | +5.9% |
| 3M | +9.9% | +8.4% | +1.5% | +8.0% |
| 6M | +1.9% | -7.4% | +9.3% | +3.3% |
| YTD | +20.3% | +11.0% | +9.3% | +16.5% |
| 1Y | +35.6% | -0.2% | +35.8% | +34.8% |
| All | +49.5% | +26.8% | +22.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling