+153.3%
EWY vs SFM
+217.9%
-64.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.6% |
| 7D | +6.7% | -7.2% | +13.8% | +7.0% |
| 30D | +17.0% | -14.3% | +31.3% | +17.7% |
| 3M | +3.7% | -13.7% | +17.4% | +4.1% |
| 6M | +42.5% | -6.0% | +48.5% | +41.8% |
| YTD | +96.2% | -8.2% | +104.5% | +95.5% |
| 1Y | +160.4% | -46.2% | +206.6% | +171.9% |
| 3Y | +231.7% | +83.6% | +148.1% | +209.6% |
| 5Y | +153.3% | +212.7% | -59.4% | +130.6% |
| All | +153.3% | +217.9% | -64.6% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling