+1.5%
SMR vs EWZ
+61.0%
-59.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.8% | -6.5% |
| 7D | +4.7% | +1.1% | +3.6% | +4.0% |
| 30D | +3.2% | +13.5% | -10.2% | -5.8% |
| 3M | +9.9% | +15.2% | -5.3% | -0.9% |
| 6M | -15.1% | +3.7% | -18.9% | -16.6% |
| YTD | -27.9% | +22.5% | -50.5% | -36.2% |
| 1Y | -70.2% | +35.3% | -105.5% | -75.1% |
| 3Y | +72.5% | +50.2% | +22.3% | +36.8% |
| All | +1.5% | +61.0% | -59.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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