+178.0%
EWY vs SMR
+1.6%
+176.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.6% | +1.4% | -3.6% |
| 7D | +1.2% | +4.7% | -3.5% | +0.6% |
| 30D | +9.3% | +3.2% | +6.1% | +8.7% |
| 3M | +2.4% | +9.9% | -7.5% | +1.2% |
| 6M | +40.3% | -15.1% | +55.4% | +41.3% |
| YTD | +88.0% | -27.9% | +116.0% | +90.8% |
| 1Y | +143.8% | -70.2% | +214.1% | +158.1% |
| 3Y | +217.8% | +72.5% | +145.3% | +190.8% |
| All | +178.0% | +1.6% | +176.4% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling