+147.8%
EWY vs SO
-1.6%
+149.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +2.9% |
| 7D | -0.1% | -1.1% | +1.0% | -0.6% |
| 30D | +7.3% | -5.0% | +12.3% | +4.5% |
| 3M | -5.1% | -5.8% | +0.6% | -8.2% |
| 6M | +42.1% | -7.9% | +50.0% | +38.5% |
| YTD | +94.1% | +2.4% | +91.7% | +94.5% |
| 1Y | +147.8% | -2.3% | +150.1% | +140.9% |
| All | +147.8% | -1.6% | +149.5% | +140.9% |
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