+229.5%
EWY vs SFM
+140.2%
+89.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +4.2% | +6.0% | -1.8% | +3.8% |
| 30D | -10.7% | -19.5% | +8.8% | -9.6% |
| 3M | -20.1% | -37.0% | +17.0% | -17.7% |
| 6M | -24.3% | -41.0% | +16.7% | -21.9% |
| YTD | +46.9% | -34.6% | +81.5% | +49.4% |
| 1Y | +55.2% | -36.3% | +91.4% | +58.2% |
| 3Y | +157.0% | +24.5% | +132.4% | +140.8% |
| 5Y | +98.9% | +115.9% | -17.0% | +72.4% |
| All | +229.5% | +140.2% | +89.4% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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