+78.7%
SO vs EWZ
+52.7%
+26.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +7.8% | -25.5% | +33.3% | +10.9% |
| 3M | +2.9% | -4.5% | +7.5% | +2.7% |
| 6M | +2.5% | -15.3% | +17.8% | +3.7% |
| YTD | +10.3% | +3.1% | +7.2% | +8.5% |
| 1Y | +6.4% | +1.2% | +5.1% | +4.9% |
| 3Y | +52.8% | +19.3% | +33.5% | +46.6% |
| 5Y | +78.7% | +52.3% | +26.4% | +66.7% |
| All | +78.7% | +52.7% | +26.0% | +66.7% |
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 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