+147.8%
EWY vs SPY
+18.1%
+129.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +0.9% |
| 7D | -0.1% | -0.8% | +0.7% | +2.1% |
| 30D | +7.3% | -1.1% | +8.4% | +10.6% |
| 3M | -5.1% | +3.9% | -9.0% | -13.3% |
| 6M | +42.1% | +13.6% | +28.4% | +10.1% |
| YTD | +94.1% | +12.7% | +81.4% | +52.6% |
| 1Y | +147.8% | +17.5% | +130.3% | +84.7% |
| All | +147.8% | +18.1% | +129.7% | +84.7% |
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