+166.0%
EWY vs SE
+62.6%
+103.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +9.9% | +6.8% |
| 7D | -2.8% | -7.7% | +4.9% | -1.4% |
| 30D | -13.1% | -22.8% | +9.7% | -9.4% |
| 3M | -11.6% | -43.7% | +32.1% | -3.1% |
| 6M | -23.4% | -12.8% | -10.5% | -22.8% |
| YTD | +52.0% | -42.0% | +94.0% | +63.7% |
| 1Y | +58.6% | -48.0% | +106.6% | +73.5% |
| All | +166.0% | +62.6% | +103.4% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling