+62.4%
EWY vs SPMO
+11.0%
+51.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -0.3% |
| 7D | -8.3% | -8.9% | +0.6% | +8.8% |
| 30D | -20.5% | -13.8% | -6.8% | +5.0% |
| 3M | -11.1% | -12.5% | +1.4% | +15.1% |
| 6M | -7.0% | -1.5% | -5.5% | +2.9% |
| YTD | +56.5% | +11.3% | +45.2% | +44.1% |
| 1Y | +62.4% | +11.5% | +51.0% | +49.3% |
| All | +62.4% | +11.0% | +51.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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