+143.8%
EWY vs SFM
-46.9%
+190.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -4.3% |
| 7D | +1.2% | -8.8% | +10.0% | +0.6% |
| 30D | +9.3% | -14.5% | +23.7% | +8.1% |
| 3M | +2.4% | -16.8% | +19.3% | +1.2% |
| 6M | +40.3% | -5.3% | +45.6% | +39.1% |
| YTD | +88.0% | -9.4% | +97.4% | +87.4% |
| 1Y | +143.8% | -46.2% | +190.0% | +149.4% |
| All | +143.8% | -46.9% | +190.8% | +149.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling