+62.4%
EWY vs SPY
+14.6%
+47.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -6.7% |
| 7D | -8.3% | -0.7% | -7.6% | -6.4% |
| 30D | -20.5% | -1.0% | -19.5% | -17.9% |
| 3M | -11.1% | -0.3% | -10.8% | -9.7% |
| 6M | -7.0% | +7.3% | -14.3% | -19.9% |
| YTD | +56.5% | +13.3% | +43.1% | +19.5% |
| 1Y | +62.4% | +14.8% | +47.6% | +21.8% |
| All | +62.4% | +14.6% | +47.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling