+226.4%
EWY vs SMR
+81.4%
+145.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +6.7% | +13.1% | -6.4% | +5.2% |
| 30D | +17.0% | +17.8% | -0.8% | +14.8% |
| 3M | +3.7% | +8.1% | -4.4% | +2.5% |
| 6M | +42.5% | -11.1% | +53.6% | +42.8% |
| YTD | +96.2% | -23.7% | +119.9% | +97.9% |
| 1Y | +160.4% | -69.4% | +229.8% | +173.2% |
| All | +226.4% | +81.4% | +145.1% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling