+156.5%
SO vs EWZ
+94.1%
+62.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -2.5% | +8.2% | -10.7% | -3.9% |
| 3M | -4.2% | +13.3% | -17.5% | -6.5% |
| 6M | -7.7% | +3.6% | -11.2% | -8.5% |
| YTD | +3.8% | +21.0% | -17.2% | -0.3% |
| 1Y | +0.1% | +34.7% | -34.6% | -6.0% |
| 3Y | +44.2% | +48.3% | -4.1% | +31.8% |
| 5Y | +57.9% | +60.1% | -2.2% | +39.5% |
| All | +156.5% | +94.1% | +62.3% | +100.6% |
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