+1,236.8%
EWY vs SPGI
+2,794.8%
-1,558.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.4% |
| 7D | +4.8% | +0.1% | +4.7% | +4.6% |
| 30D | +11.7% | +8.4% | +3.3% | +6.9% |
| 3M | -7.4% | +11.8% | -19.2% | -14.4% |
| 6M | +40.6% | +5.7% | +34.9% | +33.0% |
| YTD | +94.3% | -9.7% | +103.9% | +96.8% |
| 1Y | +164.3% | -12.5% | +176.7% | +169.9% |
| 3Y | +221.0% | +21.8% | +199.2% | +171.3% |
| 5Y | +139.1% | +8.2% | +130.9% | +110.6% |
| 10Y | +298.8% | +309.5% | -10.7% | +62.0% |
| All | +1,236.8% | +2,794.8% | -1,558.0% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling