+57.9%
SO vs EWZ
+63.8%
-5.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -2.5% | +8.2% | -10.7% | -3.4% |
| 3M | -4.2% | +13.3% | -17.5% | -5.6% |
| 6M | -7.7% | +3.6% | -11.2% | -8.2% |
| YTD | +3.8% | +21.0% | -17.2% | +1.1% |
| 1Y | +0.1% | +34.7% | -34.6% | -4.0% |
| 3Y | +44.2% | +48.3% | -4.1% | +36.0% |
| 5Y | +57.9% | +60.1% | -2.2% | +45.9% |
| All | +57.9% | +63.8% | -5.9% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling