-18.6%
EWY vs SPOT
+41.6%
-60.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -2.2% |
| 7D | +10.4% | -2.6% | +13.0% | +9.4% |
| 30D | -12.7% | +13.5% | -26.2% | -7.9% |
| 3M | -17.3% | +22.2% | -39.6% | -10.4% |
| 6M | -18.6% | +38.3% | -56.9% | -13.3% |
| All | -18.6% | +41.6% | -60.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 6mo: compounded portfolio wealth divided by compounded SPOT 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…
6mo analysis · Full analysis span regression · 6 months rolling