+226.4%
EWY vs SE
+178.2%
+48.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +1.1% |
| 7D | +6.7% | -3.6% | +10.3% | +7.3% |
| 30D | +17.0% | -5.3% | +22.3% | +17.7% |
| 3M | +3.7% | +28.1% | -24.4% | -1.5% |
| 6M | +42.5% | +20.7% | +21.8% | +36.3% |
| YTD | +96.2% | -14.8% | +111.0% | +98.6% |
| 1Y | +160.4% | -43.6% | +203.9% | +181.0% |
| All | +226.4% | +178.2% | +48.3% | +174.9% |
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