+2,552.5%
SPGI vs EWZ
+359.3%
+2,193.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | +15.3% | -25.5% | +40.8% | +25.6% |
| 3M | +16.5% | -4.5% | +21.0% | +16.3% |
| 6M | +19.8% | -15.3% | +35.1% | +24.2% |
| YTD | -3.2% | +3.1% | -6.3% | -6.8% |
| 1Y | +1.8% | +1.2% | +0.6% | -1.6% |
| 3Y | +30.6% | +19.3% | +11.3% | +17.7% |
| 5Y | +16.0% | +52.3% | -36.2% | -6.3% |
| 10Y | +338.6% | +67.0% | +271.6% | +209.2% |
| All | +2,552.5% | +359.3% | +2,193.2% | +1,277.1% |
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