+222.9%
EWY vs SMCI
+40.5%
+182.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.3% | -4.0% | +2.3% |
| 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% | -8.5% |
| 6M | +42.1% | +26.1% | +15.9% | +35.2% |
| YTD | +94.1% | +37.0% | +57.1% | +83.0% |
| 1Y | +147.8% | -8.8% | +156.6% | +141.0% |
| 3Y | +222.9% | +44.6% | +178.3% | +174.8% |
| All | +222.9% | +40.5% | +182.4% | +174.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling