+4.0%
SO vs EWZ
-0.3%
+4.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -1.4% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +4.9% | -25.9% | +30.8% | +6.1% |
| 3M | +0.8% | -6.1% | +6.9% | +0.4% |
| 6M | +0.6% | -16.1% | +16.7% | +1.1% |
| YTD | +8.7% | +1.0% | +7.7% | +6.2% |
| 1Y | +4.0% | 0.0% | +4.0% | +1.7% |
| All | +4.0% | -0.3% | +4.3% | +1.7% |
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