+259.4%
EWY vs SITM
+4,789.7%
-4,530.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +2.3% |
| 7D | -0.1% | +3.9% | -3.9% | -0.8% |
| 30D | +7.3% | -6.6% | +13.9% | +8.4% |
| 3M | -5.1% | -11.9% | +6.7% | -4.0% |
| 6M | +42.1% | +81.1% | -39.1% | +27.6% |
| YTD | +94.1% | +80.0% | +14.1% | +73.5% |
| 1Y | +147.8% | +145.8% | +2.0% | +108.8% |
| 3Y | +222.9% | +475.9% | -253.0% | +122.9% |
| 5Y | +150.6% | +189.2% | -38.6% | +75.8% |
| All | +259.4% | +4,789.7% | -4,530.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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