+148.1%
EWY vs SO
+61.3%
+86.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +8.0% | +1.0% | +7.0% | +8.0% |
| 30D | +14.3% | -3.2% | +17.5% | +14.6% |
| 3M | +2.3% | -1.7% | +4.0% | +2.0% |
| 6M | +49.9% | -7.2% | +57.0% | +50.6% |
| YTD | +95.3% | +4.6% | +90.8% | +92.6% |
| 1Y | +161.7% | +1.2% | +160.5% | +158.8% |
| 3Y | +230.2% | +45.3% | +184.9% | +196.8% |
| 5Y | +148.1% | +58.7% | +89.4% | +111.3% |
| All | +148.1% | +61.3% | +86.8% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling