+62.4%
EWY vs SO
+3.3%
+59.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.3% |
| 7D | -8.3% | +1.7% | -10.1% | -7.3% |
| 30D | -20.5% | +11.1% | -31.7% | -16.2% |
| 3M | -11.1% | +0.7% | -11.8% | -10.6% |
| 6M | -7.0% | -1.4% | -5.6% | -5.8% |
| YTD | +56.5% | +9.4% | +47.1% | +57.8% |
| 1Y | +62.4% | +3.7% | +58.7% | +64.6% |
| All | +62.4% | +3.3% | +59.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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