+325.0%
EWY vs SPMO
+562.6%
-237.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -2.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.3% | -0.7% | +10.0% | +10.3% |
| 3M | +2.4% | +2.8% | -0.4% | +2.5% |
| 6M | +40.3% | +24.4% | +15.8% | +23.7% |
| YTD | +88.0% | +24.2% | +63.8% | +66.2% |
| 1Y | +143.8% | +24.5% | +119.3% | +115.5% |
| 3Y | +217.8% | +155.6% | +62.2% | +62.1% |
| 5Y | +142.7% | +148.2% | -5.5% | +25.8% |
| 10Y | +291.7% | +514.8% | -223.1% | +22.1% |
| All | +325.0% | +562.6% | -237.6% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling