+1,966.6%
SO vs EWZ
+356.2%
+1,610.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | +4.7% | -24.4% | +29.1% | +8.9% |
| 3M | +1.7% | -4.6% | +6.3% | +1.7% |
| 6M | +2.2% | -11.6% | +13.7% | +3.3% |
| YTD | +10.0% | +2.4% | +7.6% | +8.4% |
| 1Y | +6.0% | +2.1% | +4.0% | +4.5% |
| 3Y | +54.1% | +18.7% | +35.4% | +47.2% |
| 5Y | +79.6% | +54.2% | +25.5% | +62.4% |
| 10Y | +195.5% | +65.9% | +129.6% | +150.7% |
| All | +1,966.6% | +356.2% | +1,610.4% | +1,363.4% |
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