+1,236.8%
EWY vs SPG
+2,743.9%
-1,507.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +4.8% | -2.4% | +7.2% | +5.7% |
| 30D | +11.7% | -6.8% | +18.5% | +14.6% |
| 3M | -7.4% | +2.7% | -10.1% | -9.1% |
| 6M | +40.6% | +5.5% | +35.1% | +36.6% |
| YTD | +94.3% | +15.7% | +78.6% | +82.0% |
| 1Y | +164.3% | +20.9% | +143.4% | +142.8% |
| 3Y | +221.0% | +112.4% | +108.6% | +134.3% |
| 5Y | +139.1% | +101.4% | +37.8% | +74.5% |
| 10Y | +298.8% | +60.6% | +238.2% | +177.2% |
| All | +1,236.8% | +2,743.9% | -1,507.1% | +117.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling