+101.7%
SMR vs EWZ
+19.5%
+82.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -4.6% |
| 7D | -8.3% | +0.8% | -9.0% | -8.7% |
| 30D | -20.1% | -24.4% | +4.3% | -0.9% |
| 3M | -52.7% | -4.6% | -48.1% | -55.1% |
| 6M | -61.0% | -11.6% | -49.5% | -59.5% |
| YTD | -67.1% | +2.4% | -69.5% | -70.6% |
| 1Y | -79.9% | +2.1% | -82.0% | -81.9% |
| 3Y | +101.7% | +18.7% | +83.0% | +54.0% |
| All | +101.7% | +19.5% | +82.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling