+225.0%
EWY vs SM
-1.8%
+226.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.5% |
| 7D | +8.0% | -0.2% | +8.2% | +8.0% |
| 30D | +14.3% | +31.5% | -17.2% | +14.1% |
| 3M | +2.3% | +17.3% | -15.0% | +2.5% |
| 6M | +49.9% | +48.5% | +1.3% | +46.1% |
| YTD | +95.3% | +106.3% | -10.9% | +83.0% |
| 1Y | +161.7% | +47.3% | +114.4% | +154.4% |
| All | +225.0% | -1.8% | +226.7% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling