+148.7%
EWY vs SPMO
+149.5%
-0.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.7% |
| 7D | -0.1% | -0.9% | +0.9% | +1.0% |
| 30D | +7.3% | -1.9% | +9.2% | +9.8% |
| 3M | -5.1% | -1.4% | -3.8% | -1.6% |
| 6M | +42.1% | +25.5% | +16.6% | +23.3% |
| YTD | +94.1% | +24.8% | +69.3% | +69.4% |
| 1Y | +147.8% | +24.5% | +123.3% | +117.0% |
| 3Y | +222.9% | +157.1% | +65.8% | +59.5% |
| All | +148.7% | +149.5% | -0.7% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling