+154.8%
SO vs EWZ
+96.6%
+58.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -1.1% | +1.1% | -2.3% | -1.4% |
| 30D | -3.7% | +13.5% | -17.2% | -6.0% |
| 3M | -5.9% | +15.2% | -21.1% | -8.5% |
| 6M | -7.3% | +3.7% | -11.1% | -8.2% |
| YTD | +3.1% | +22.5% | -19.4% | -1.2% |
| 1Y | -1.0% | +35.3% | -36.2% | -7.1% |
| 3Y | +43.2% | +50.2% | -7.0% | +30.6% |
| 5Y | +59.1% | +64.6% | -5.5% | +39.8% |
| All | +154.8% | +96.6% | +58.1% | +98.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling