-14.4%
SMR vs EWZ
+59.4%
-73.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.7% | -14.9% |
| 7D | -11.2% | +0.9% | -12.1% | -11.6% |
| 30D | -10.2% | +12.8% | -23.0% | -17.6% |
| 3M | -10.0% | +10.8% | -20.8% | -16.3% |
| 6M | -30.5% | +2.5% | -33.0% | -31.0% |
| YTD | -39.2% | +21.4% | -60.6% | -45.8% |
| 1Y | -75.5% | +32.8% | -108.3% | -79.3% |
| 3Y | +45.4% | +45.2% | +0.2% | +17.3% |
| All | -14.4% | +59.4% | -73.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling