+303.5%
EWY vs SIRI
-10.2%
+313.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.1% |
| 7D | -0.1% | +0.6% | -0.6% | -0.2% |
| 30D | +7.3% | +2.5% | +4.8% | +6.7% |
| 3M | -5.1% | +6.6% | -11.8% | -6.8% |
| 6M | +42.1% | +32.9% | +9.2% | +33.8% |
| YTD | +94.1% | +50.5% | +43.7% | +77.9% |
| 1Y | +147.8% | +28.0% | +119.9% | +133.6% |
| 3Y | +222.9% | -22.4% | +245.3% | +222.6% |
| 5Y | +150.6% | -41.3% | +191.9% | +154.0% |
| All | +303.5% | -10.2% | +313.7% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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