+98.8%
EWY vs SPGI
+13.6%
+85.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.2% |
| 7D | -10.2% | +1.6% | -11.8% | -10.5% |
| 30D | -21.5% | +16.1% | -37.5% | -24.2% |
| 3M | -14.7% | +15.5% | -30.1% | -17.9% |
| 6M | -26.8% | +19.6% | -46.5% | -31.2% |
| YTD | +43.2% | -3.6% | +46.8% | +44.7% |
| 1Y | +48.7% | +2.2% | +46.5% | +46.4% |
| 3Y | +147.9% | +30.1% | +117.8% | +112.6% |
| 5Y | +98.8% | +14.9% | +83.9% | +76.9% |
| All | +98.8% | +13.6% | +85.3% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling