+1,236.8%
EWY vs SM
+401.9%
+834.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.0% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +11.7% | +26.3% | -14.6% | +7.6% |
| 3M | -7.4% | +8.7% | -16.1% | -9.4% |
| 6M | +40.6% | +51.7% | -11.1% | +28.8% |
| YTD | +94.3% | +99.0% | -4.8% | +69.8% |
| 1Y | +164.3% | +34.6% | +129.7% | +144.6% |
| 3Y | +221.0% | -7.8% | +228.7% | +205.6% |
| 5Y | +139.1% | +104.8% | +34.3% | +89.9% |
| 10Y | +298.8% | +7.2% | +291.6% | +145.5% |
| All | +1,236.8% | +401.9% | +834.9% | +296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling