+318.0%
SPYM vs EWZ
+94.8%
+223.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -1.1% | +12.8% | -13.9% | -4.6% |
| 3M | +3.9% | +10.8% | -6.9% | +0.6% |
| 6M | +13.6% | +2.5% | +11.1% | +12.4% |
| YTD | +12.7% | +21.4% | -8.6% | +5.8% |
| 1Y | +17.6% | +32.8% | -15.2% | +7.3% |
| 3Y | +77.2% | +45.2% | +32.0% | +55.7% |
| 5Y | +84.1% | +63.0% | +21.1% | +52.6% |
| All | +318.0% | +94.8% | +223.3% | +213.6% |
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