+308.8%
EWY vs SPGI
+287.8%
+21.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +1.5% |
| 7D | +6.7% | -3.1% | +9.8% | +7.9% |
| 30D | +17.0% | +2.0% | +14.9% | +15.6% |
| 3M | +3.7% | +4.3% | -0.7% | +0.1% |
| 6M | +42.5% | -0.2% | +42.7% | +39.7% |
| YTD | +96.2% | -14.8% | +111.0% | +104.5% |
| 1Y | +160.4% | -18.5% | +178.9% | +175.6% |
| 3Y | +231.7% | +16.0% | +215.7% | +189.9% |
| 5Y | +153.3% | +2.2% | +151.1% | +131.3% |
| 10Y | +308.8% | +296.4% | +12.4% | +86.0% |
| All | +308.8% | +287.8% | +21.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling