-14.1%
EWZS vs SPY
+784.7%
-798.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.3% |
| 7D | +4.2% | +0.5% | +3.7% | +3.6% |
| 30D | +5.9% | -0.9% | +6.8% | +6.9% |
| 3M | +4.1% | +3.9% | +0.2% | -0.1% |
| 6M | -4.3% | +14.5% | -18.8% | -16.6% |
| YTD | +5.9% | +12.9% | -7.1% | -6.3% |
| 1Y | +3.7% | +19.4% | -15.6% | -13.3% |
| 3Y | +10.0% | +78.5% | -68.5% | -40.7% |
| 5Y | +1.7% | +81.8% | -80.0% | -47.3% |
| 10Y | +59.6% | +311.5% | -251.9% | -65.2% |
| All | -14.1% | +784.7% | -798.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling