+142.7%
EWY vs SPXU
-85.5%
+228.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -3.5% |
| 7D | +1.2% | +6.4% | -5.1% | +3.6% |
| 30D | +9.3% | +5.9% | +3.3% | +11.9% |
| 3M | +2.4% | -11.7% | +14.1% | -0.2% |
| 6M | +40.3% | -28.7% | +69.0% | +30.8% |
| YTD | +88.0% | -26.4% | +114.4% | +78.2% |
| 1Y | +143.8% | -35.2% | +179.0% | +124.6% |
| 3Y | +217.8% | -79.8% | +297.6% | +126.8% |
| 5Y | +142.7% | -86.1% | +228.8% | +76.4% |
| All | +142.7% | -85.5% | +228.3% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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