+929.0%
EWY vs SPGI
+2,958.0%
-2,029.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.0% |
| 7D | +10.4% | -0.8% | +11.3% | +10.9% |
| 30D | -12.7% | +14.3% | -27.0% | -18.6% |
| 3M | -17.3% | +14.5% | -31.8% | -23.5% |
| 6M | -18.6% | +17.3% | -35.8% | -27.2% |
| YTD | +49.5% | -4.6% | +54.1% | +46.4% |
| 1Y | +55.0% | +0.8% | +54.2% | +47.2% |
| 3Y | +159.0% | +28.8% | +130.2% | +111.9% |
| 5Y | +102.5% | +14.0% | +88.5% | +73.1% |
| 10Y | +232.2% | +332.5% | -100.3% | +30.4% |
| All | +929.0% | +2,958.0% | -2,029.0% | +10.9% |
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 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