+153.3%
EWY vs SE
-66.7%
+220.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +1.1% |
| 7D | +6.7% | -3.6% | +10.3% | +7.2% |
| 30D | +17.0% | -5.3% | +22.3% | +17.7% |
| 3M | +3.7% | +28.1% | -24.4% | -0.8% |
| 6M | +42.5% | +20.7% | +21.8% | +37.2% |
| YTD | +96.2% | -14.8% | +111.0% | +98.5% |
| 1Y | +160.4% | -43.6% | +203.9% | +178.9% |
| 3Y | +231.7% | +184.2% | +47.5% | +174.8% |
| 5Y | +153.3% | -66.3% | +219.6% | +155.3% |
| All | +153.3% | -66.7% | +220.0% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling