+222.9%
EWY vs SPMO
+155.8%
+67.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.6% |
| 7D | -0.1% | -0.9% | +0.9% | +1.1% |
| 30D | +7.3% | -1.9% | +9.2% | +10.1% |
| 3M | -5.1% | -1.4% | -3.8% | -1.3% |
| 6M | +42.1% | +25.5% | +16.6% | +22.7% |
| YTD | +94.1% | +24.8% | +69.3% | +68.5% |
| 1Y | +147.8% | +24.5% | +123.3% | +115.9% |
| 3Y | +222.9% | +157.1% | +65.8% | +45.4% |
| All | +222.9% | +155.8% | +67.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling