+98.5%
EWY vs SM
+5.5%
+93.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.2% | +9.4% | -5.2% | +3.6% |
| 30D | -10.7% | -14.4% | +3.7% | -9.9% |
| 3M | -20.1% | +1.6% | -21.6% | -20.5% |
| 6M | -24.3% | +6.3% | -30.7% | -25.3% |
| YTD | +46.9% | +78.8% | -31.9% | +34.4% |
| 1Y | +55.2% | +83.1% | -28.0% | +41.4% |
| 3Y | +157.0% | -5.9% | +162.9% | +147.0% |
| All | +98.5% | +5.5% | +93.0% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling