-4.9%
EWZS vs SPY
+80.7%
-85.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.3% |
| 7D | -0.3% | -2.0% | +1.7% | +1.3% |
| 30D | +11.5% | -1.7% | +13.2% | +13.0% |
| 3M | +4.8% | +4.7% | +0.1% | +0.9% |
| 6M | -6.7% | +12.5% | -19.2% | -14.8% |
| YTD | +6.0% | +11.7% | -5.7% | -2.6% |
| 1Y | +4.0% | +17.5% | -13.5% | -7.9% |
| 3Y | +10.1% | +76.6% | -66.4% | -28.3% |
| All | -4.9% | +80.7% | -85.7% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling