+225.0%
EWY vs SPG
+111.6%
+113.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +14.3% | -4.9% | +19.3% | +15.7% |
| 3M | +2.3% | +3.3% | -1.0% | +0.4% |
| 6M | +49.9% | +11.2% | +38.6% | +43.1% |
| YTD | +95.3% | +17.1% | +78.3% | +83.4% |
| 1Y | +161.7% | +21.6% | +140.1% | +142.0% |
| All | +225.0% | +111.6% | +113.3% | +137.6% |
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