+1,236.8%
EWY vs SO
+1,679.6%
-442.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.3% | +4.9% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | +11.7% | -4.6% | +16.2% | +13.9% |
| 3M | -7.4% | -3.0% | -4.4% | -6.9% |
| 6M | +40.6% | -8.3% | +48.8% | +44.2% |
| YTD | +94.3% | +3.5% | +90.7% | +88.7% |
| 1Y | +164.3% | -0.9% | +165.2% | +160.8% |
| 3Y | +221.0% | +45.4% | +175.6% | +159.9% |
| 5Y | +139.1% | +59.6% | +79.5% | +81.3% |
| 10Y | +298.8% | +156.6% | +142.2% | +126.2% |
| All | +1,236.8% | +1,679.6% | -442.8% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling