+61.0%
EWZS vs SPY
+322.5%
-261.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.4% |
| 7D | -0.6% | -0.8% | +0.2% | +0.2% |
| 30D | +10.4% | -1.1% | +11.5% | +11.6% |
| 3M | -0.6% | +3.9% | -4.5% | -4.6% |
| 6M | -7.9% | +13.6% | -21.5% | -19.0% |
| YTD | +4.5% | +12.7% | -8.2% | -7.4% |
| 1Y | +1.1% | +17.5% | -16.4% | -14.1% |
| 3Y | +6.4% | +76.9% | -70.6% | -42.1% |
| 5Y | -2.8% | +83.6% | -86.4% | -50.1% |
| All | +61.0% | +322.5% | -261.5% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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