+164.3%
EWY vs SMR
-76.3%
+240.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +4.8% | +4.4% | +0.4% | +3.6% |
| 30D | +11.7% | +3.4% | +8.3% | +10.3% |
| 3M | -7.4% | -19.2% | +11.8% | -3.9% |
| 6M | +40.6% | -22.6% | +63.2% | +45.1% |
| YTD | +94.3% | -31.5% | +125.8% | +102.9% |
| 1Y | +164.3% | -73.1% | +237.4% | +196.1% |
| All | +164.3% | -76.3% | +240.5% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling