+164.3%
EWY vs SE
-38.5%
+202.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.8% |
| 7D | +4.8% | -6.1% | +10.9% | +5.9% |
| 30D | +11.7% | -2.5% | +14.1% | +11.8% |
| 3M | -7.4% | +21.7% | -29.1% | -11.7% |
| 6M | +40.6% | +27.0% | +13.6% | +31.3% |
| YTD | +94.3% | -12.1% | +106.4% | +98.3% |
| 1Y | +164.3% | -40.9% | +205.2% | +185.7% |
| All | +164.3% | -38.5% | +202.8% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling