+290.8%
EWY vs SM
+23.2%
+267.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.2% |
| 7D | +1.2% | +2.1% | -0.9% | +1.0% |
| 30D | +9.3% | +18.1% | -8.8% | +7.8% |
| 3M | +2.4% | +17.0% | -14.6% | +0.7% |
| 6M | +40.3% | +55.4% | -15.1% | +33.7% |
| YTD | +88.0% | +108.6% | -20.5% | +74.3% |
| 1Y | +143.8% | +45.7% | +98.2% | +132.7% |
| 3Y | +217.8% | -0.3% | +218.1% | +208.1% |
| 5Y | +142.7% | +113.0% | +29.7% | +116.3% |
| All | +290.8% | +23.2% | +267.5% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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