+1,972.1%
SO vs EWZ
+359.3%
+1,612.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | +2.9% | -4.5% | +7.5% | +3.0% |
| 6M | +2.5% | -15.3% | +17.8% | +4.3% |
| YTD | +10.3% | +3.1% | +7.2% | +8.6% |
| 1Y | +6.4% | +1.2% | +5.1% | +5.0% |
| 3Y | +52.8% | +19.3% | +33.5% | +45.8% |
| 5Y | +78.7% | +52.3% | +26.4% | +61.8% |
| 10Y | +196.3% | +67.0% | +129.3% | +151.1% |
| All | +1,972.1% | +359.3% | +1,612.8% | +1,365.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling