+110.6%
SPOT vs EWZ
+60.3%
+50.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -6.9% | +1.1% | -8.0% | -7.2% |
| 30D | +4.1% | +13.5% | -9.3% | +0.5% |
| 3M | +3.7% | +15.2% | -11.5% | -0.6% |
| 6M | -1.6% | +3.7% | -5.3% | -3.1% |
| YTD | -10.2% | +22.5% | -32.7% | -16.2% |
| 1Y | -25.9% | +35.3% | -61.2% | -33.3% |
| 3Y | +235.6% | +50.2% | +185.4% | +186.9% |
| 5Y | +110.6% | +64.6% | +46.0% | +68.0% |
| All | +110.6% | +60.3% | +50.2% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling