+263.4%
EWY vs SITM
+4,437.5%
-4,174.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +6.7% | +3.7% | +3.0% | +6.0% |
| 30D | +17.0% | -14.5% | +31.5% | +20.0% |
| 3M | +3.7% | -10.6% | +14.2% | +4.8% |
| 6M | +42.5% | +65.5% | -23.0% | +30.0% |
| YTD | +96.2% | +67.0% | +29.2% | +77.7% |
| 1Y | +160.4% | +138.6% | +21.8% | +120.7% |
| 3Y | +231.7% | +421.8% | -190.1% | +132.7% |
| 5Y | +153.3% | +172.4% | -19.2% | +79.6% |
| All | +263.4% | +4,437.5% | -4,174.1% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling