+303.5%
EWY vs SMCI
+1,818.7%
-1,515.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.3% | -4.0% | +2.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.3% |
| 30D | +7.3% | +6.6% | +0.7% | +6.3% |
| 3M | -5.1% | +25.4% | -30.6% | -8.7% |
| 6M | +42.1% | +26.1% | +15.9% | +34.6% |
| YTD | +94.1% | +37.0% | +57.1% | +81.5% |
| 1Y | +147.8% | -8.8% | +156.6% | +141.8% |
| 3Y | +222.9% | +44.6% | +178.3% | +157.0% |
| 5Y | +150.6% | +995.9% | -845.3% | +32.4% |
| All | +303.5% | +1,818.7% | -1,515.2% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 SMCI 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