+1,250.3%
EWY vs SIRI
-91.4%
+1,341.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +6.7% | -3.9% | +10.6% | +7.1% |
| 30D | +17.0% | -0.8% | +17.8% | +17.0% |
| 3M | +3.7% | +4.3% | -0.7% | +3.0% |
| 6M | +42.5% | +34.1% | +8.4% | +38.4% |
| YTD | +96.2% | +47.3% | +48.9% | +88.7% |
| 1Y | +160.4% | +22.9% | +137.4% | +154.2% |
| 3Y | +231.7% | -24.6% | +256.2% | +232.6% |
| 5Y | +153.3% | -43.2% | +196.4% | +156.5% |
| 10Y | +308.8% | -12.3% | +321.1% | +297.1% |
| All | +1,250.3% | -91.4% | +1,341.7% | +1,125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling