+432.5%
EWZ vs SYY
+681.9%
-249.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +6.5% | -2.3% | +8.8% | +7.7% |
| 30D | +4.8% | -4.9% | +9.8% | +7.5% |
| 3M | +9.9% | +8.4% | +1.5% | +5.2% |
| 6M | +1.9% | -7.4% | +9.3% | +4.4% |
| YTD | +20.3% | +11.0% | +9.3% | +11.7% |
| 1Y | +35.6% | -0.2% | +35.8% | +32.6% |
| 3Y | +43.4% | +23.8% | +19.7% | +22.7% |
| 5Y | +55.9% | +18.1% | +37.8% | +33.1% |
| 10Y | +84.2% | +94.6% | -10.4% | +8.1% |
| All | +432.5% | +681.9% | -249.3% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling