+2,376.1%
SPGI vs EWZ
+436.1%
+1,940.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +0.1% | +6.5% | -6.4% | -2.0% |
| 30D | +8.4% | +4.8% | +3.6% | +6.6% |
| 3M | +11.8% | +9.9% | +1.9% | +8.0% |
| 6M | +5.7% | +1.9% | +3.8% | +4.3% |
| YTD | -9.7% | +20.3% | -30.0% | -16.0% |
| 1Y | -12.5% | +35.6% | -48.1% | -22.2% |
| 3Y | +21.8% | +43.4% | -21.6% | +4.9% |
| 5Y | +8.2% | +55.9% | -47.8% | -12.3% |
| 10Y | +309.5% | +84.2% | +225.4% | +183.1% |
| All | +2,376.1% | +436.1% | +1,940.0% | +1,140.5% |
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