+143.8%
EWY vs SPG
+19.7%
+124.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +1.2% | -2.2% | +3.4% | +0.7% |
| 30D | +9.3% | -5.8% | +15.1% | +7.9% |
| 3M | +2.4% | -2.8% | +5.2% | +0.2% |
| 6M | +40.3% | +8.9% | +31.4% | +34.7% |
| YTD | +88.0% | +14.3% | +73.7% | +83.8% |
| 1Y | +143.8% | +19.5% | +124.3% | +140.9% |
| All | +143.8% | +19.7% | +124.1% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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