+153.3%
EWY vs SPG
+104.0%
+49.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +6.7% | -1.7% | +8.3% | +7.2% |
| 30D | +17.0% | -6.3% | +23.2% | +19.3% |
| 3M | +3.7% | -2.4% | +6.1% | +3.7% |
| 6M | +42.5% | +9.6% | +32.9% | +36.3% |
| YTD | +96.2% | +14.2% | +82.0% | +84.5% |
| 1Y | +160.4% | +19.3% | +141.1% | +140.2% |
| 3Y | +231.7% | +106.7% | +125.0% | +141.8% |
| 5Y | +153.3% | +104.2% | +49.1% | +80.7% |
| All | +153.3% | +104.0% | +49.2% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling