+611.0%
EWY vs SPXU
-100.0%
+711.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +1.2% |
| 7D | +8.0% | -1.5% | +9.5% | +7.5% |
| 30D | +14.3% | +3.7% | +10.6% | +16.0% |
| 3M | +2.3% | -9.6% | +11.9% | +0.5% |
| 6M | +49.9% | -32.4% | +82.2% | +36.7% |
| YTD | +95.3% | -28.7% | +124.0% | +82.7% |
| 1Y | +161.7% | -38.2% | +199.9% | +135.6% |
| 3Y | +230.2% | -80.4% | +310.6% | +121.6% |
| 5Y | +148.1% | -86.0% | +234.2% | +71.9% |
| 10Y | +293.2% | -99.5% | +392.7% | +14.5% |
| All | +611.0% | -100.0% | +711.0% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling