-0.9%
SO vs EWZ
+36.3%
-37.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.2% | +6.5% | -6.7% | -0.3% |
| 30D | -4.6% | +4.8% | -9.4% | -4.6% |
| 3M | -3.0% | +9.9% | -12.9% | -3.3% |
| 6M | -8.3% | +1.9% | -10.2% | -8.2% |
| YTD | +3.5% | +20.3% | -16.8% | +3.3% |
| 1Y | -0.9% | +35.6% | -36.5% | +1.0% |
| All | -0.9% | +36.3% | -37.2% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling