+143.8%
EWY vs SPGI
-20.0%
+163.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.3% | -4.6% |
| 7D | +1.2% | -8.9% | +10.1% | -1.0% |
| 30D | +9.3% | +0.6% | +8.6% | +9.6% |
| 3M | +2.4% | +2.0% | +0.5% | +3.7% |
| 6M | +40.3% | +0.1% | +40.2% | +42.5% |
| YTD | +88.0% | -16.4% | +104.4% | +86.0% |
| 1Y | +143.8% | -18.9% | +162.7% | +145.1% |
| All | +143.8% | -20.0% | +163.9% | +145.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling