+30.1%
SPGI vs EWZ
+18.9%
+11.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | +16.1% | -26.2% | +42.2% | +19.9% |
| 3M | +15.5% | -8.6% | +24.1% | +15.2% |
| 6M | +19.6% | -17.0% | +36.7% | +21.4% |
| YTD | -3.6% | +2.2% | -5.8% | -6.9% |
| 1Y | +2.2% | +2.7% | -0.4% | -1.7% |
| 3Y | +30.1% | +18.2% | +11.9% | +18.8% |
| All | +30.1% | +18.9% | +11.2% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling