+282.6%
SPGI vs EWZ
+96.6%
+185.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | -8.9% | +1.1% | -10.0% | -9.2% |
| 30D | +0.6% | +13.5% | -12.8% | -3.1% |
| 3M | +2.0% | +15.2% | -13.3% | -2.4% |
| 6M | +0.1% | +3.7% | -3.6% | -1.5% |
| YTD | -16.4% | +22.5% | -38.9% | -22.0% |
| 1Y | -18.9% | +35.3% | -54.2% | -26.8% |
| 3Y | +13.8% | +50.2% | -36.4% | -1.7% |
| 5Y | +0.5% | +64.6% | -64.0% | -17.6% |
| All | +282.6% | +96.6% | +185.9% | +178.3% |
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