+157.0%
EWY vs SM
-3.9%
+160.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.2% | +9.4% | -5.2% | +4.1% |
| 30D | -10.7% | -14.4% | +3.7% | -10.8% |
| 3M | -20.1% | +1.6% | -21.6% | -20.3% |
| 6M | -24.3% | +6.3% | -30.7% | -24.5% |
| YTD | +46.9% | +78.8% | -31.9% | +36.7% |
| 1Y | +55.2% | +83.1% | -28.0% | +43.9% |
| 3Y | +157.0% | -5.9% | +162.9% | +143.2% |
| All | +157.0% | -3.9% | +160.9% | +143.2% |
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