+226.4%
EWY vs SPY
+76.5%
+149.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.1% |
| 7D | +6.7% | -0.4% | +7.0% | +7.1% |
| 30D | +17.0% | -1.4% | +18.3% | +19.2% |
| 3M | +3.7% | +3.7% | 0.0% | -0.1% |
| 6M | +42.5% | +13.0% | +29.5% | +26.6% |
| YTD | +96.2% | +12.4% | +83.8% | +75.7% |
| 1Y | +160.4% | +18.5% | +141.8% | +122.3% |
| All | +226.4% | +76.5% | +149.9% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling