+343.3%
SPGI vs EWZ
+68.6%
+274.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +1.2% | +0.8% | +0.5% | +1.0% |
| 30D | +15.9% | -24.4% | +40.3% | +24.0% |
| 3M | +12.3% | -4.6% | +16.9% | +12.0% |
| 6M | +23.7% | -11.6% | +35.3% | +25.8% |
| YTD | -3.5% | +2.4% | -5.9% | -6.7% |
| 1Y | +0.4% | +2.1% | -1.7% | -3.0% |
| 3Y | +29.9% | +18.7% | +11.2% | +18.4% |
| 5Y | +15.2% | +54.2% | -39.0% | -5.4% |
| All | +343.3% | +68.6% | +274.8% | +244.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling