+1.1%
EWZS vs SPY
+18.1%
-17.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.6% |
| 7D | -0.6% | -0.8% | +0.2% | +0.4% |
| 30D | +10.4% | -1.1% | +11.5% | +11.9% |
| 3M | -0.6% | +3.9% | -4.5% | -5.9% |
| 6M | -7.9% | +13.6% | -21.5% | -23.8% |
| YTD | +4.5% | +12.7% | -8.2% | -12.8% |
| 1Y | +1.1% | +17.5% | -16.4% | -18.9% |
| All | +1.1% | +18.1% | -17.0% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling