+229.5%
EWY vs SO
+197.2%
+32.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +4.2% | +1.4% | +2.9% | +3.8% |
| 30D | -10.7% | +4.7% | -15.4% | -12.0% |
| 3M | -20.1% | +1.7% | -21.8% | -20.7% |
| 6M | -24.3% | +2.2% | -26.5% | -25.5% |
| YTD | +46.9% | +10.0% | +36.9% | +41.0% |
| 1Y | +55.2% | +6.0% | +49.1% | +50.6% |
| 3Y | +157.0% | +54.1% | +102.8% | +114.6% |
| 5Y | +98.9% | +79.6% | +19.2% | +54.2% |
| All | +229.5% | +197.2% | +32.4% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling