+189.7%
EWY vs SPOT
+227.0%
-37.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +5.1% |
| 7D | +4.8% | -0.9% | +5.7% | +4.9% |
| 30D | +11.7% | +12.5% | -0.8% | +9.2% |
| 3M | -7.4% | +9.9% | -17.3% | -9.5% |
| 6M | +40.6% | +1.6% | +39.0% | +38.5% |
| YTD | +94.3% | -6.6% | +100.9% | +93.3% |
| 1Y | +164.3% | -22.9% | +187.2% | +172.2% |
| 3Y | +221.0% | +244.3% | -23.3% | +139.0% |
| 5Y | +139.1% | +117.8% | +21.3% | +83.9% |
| All | +189.7% | +227.0% | -37.3% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling