+55.2%
EWY vs SE
-47.8%
+103.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +4.2% | -0.5% | +4.7% | +4.2% |
| 30D | -10.7% | -20.9% | +10.3% | -7.2% |
| 3M | -20.1% | -38.9% | +18.8% | -13.4% |
| 6M | -24.3% | -19.4% | -4.9% | -23.0% |
| YTD | +46.9% | -40.9% | +87.8% | +60.8% |
| 1Y | +55.2% | -46.2% | +101.4% | +70.2% |
| All | +55.2% | -47.8% | +103.0% | +70.2% |
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