+200.5%
EWY vs SE
+562.7%
-362.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | +1.2% | -4.8% | +6.0% | +2.0% |
| 30D | +9.3% | -18.1% | +27.4% | +12.7% |
| 3M | +2.4% | +30.6% | -28.2% | -2.5% |
| 6M | +40.3% | +20.8% | +19.5% | +34.9% |
| YTD | +88.0% | -15.6% | +103.6% | +90.6% |
| 1Y | +143.8% | -44.2% | +188.0% | +162.7% |
| 3Y | +217.8% | +181.5% | +36.2% | +158.9% |
| 5Y | +142.7% | -66.9% | +209.6% | +154.9% |
| All | +200.5% | +562.7% | -362.2% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling