+187.0%
EWY vs SMR
-14.3%
+201.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.7% | +18.9% | +4.8% |
| 7D | -0.1% | -11.2% | +11.2% | +0.8% |
| 30D | +7.3% | -10.2% | +17.5% | +8.1% |
| 3M | -5.1% | -10.0% | +4.9% | -4.6% |
| 6M | +42.1% | -30.5% | +72.5% | +45.6% |
| YTD | +94.1% | -39.2% | +133.4% | +100.1% |
| 1Y | +147.8% | -75.5% | +223.4% | +166.8% |
| 3Y | +222.9% | +45.4% | +177.5% | +200.0% |
| All | +187.0% | -14.3% | +201.3% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling