+62.4%
EWY vs SE
-48.0%
+110.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.7% |
| 7D | -8.3% | +6.7% | -15.0% | -9.3% |
| 30D | -20.5% | -17.2% | -3.3% | -18.1% |
| 3M | -11.1% | -28.0% | +16.9% | -6.5% |
| 6M | -7.0% | -6.1% | -0.9% | -8.9% |
| YTD | +56.5% | -37.1% | +93.6% | +70.6% |
| 1Y | +62.4% | -48.8% | +111.2% | +84.6% |
| All | +62.4% | -48.0% | +110.5% | +84.6% |
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