+45.3%
SO vs EWZ
+50.2%
-5.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +1.0% | +5.6% | -4.6% | +0.4% |
| 30D | -3.2% | +9.3% | -12.5% | -4.1% |
| 3M | -1.7% | +15.7% | -17.4% | -3.4% |
| 6M | -7.2% | +7.4% | -14.6% | -8.0% |
| YTD | +4.6% | +22.7% | -18.1% | +1.6% |
| 1Y | +1.2% | +36.4% | -35.2% | -3.1% |
| 3Y | +45.3% | +50.4% | -5.1% | +33.0% |
| All | +45.3% | +50.2% | -5.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling