+157.0%
EWY vs SPG
+135.6%
+21.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +4.2% | +2.0% | +2.2% | +3.8% |
| 30D | -10.7% | +17.2% | -27.9% | -13.4% |
| 3M | -20.1% | +6.3% | -26.4% | -20.9% |
| 6M | -24.3% | +18.7% | -43.0% | -28.0% |
| YTD | +46.9% | +30.1% | +16.8% | +35.5% |
| 1Y | +55.2% | +32.8% | +22.4% | +42.2% |
| 3Y | +157.0% | +133.6% | +23.4% | +86.2% |
| All | +157.0% | +135.6% | +21.4% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling