+157.0%
EWY vs SPY
+78.1%
+78.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +4.2% | +2.6% | +1.6% | +0.5% |
| 30D | -10.7% | -2.0% | -8.7% | -7.2% |
| 3M | -20.1% | -2.8% | -17.3% | -15.8% |
| 6M | -24.3% | +2.1% | -26.4% | -24.1% |
| YTD | +46.9% | +11.5% | +35.4% | +34.8% |
| 1Y | +55.2% | +13.5% | +41.7% | +40.1% |
| 3Y | +157.0% | +77.7% | +79.3% | +30.6% |
| All | +157.0% | +78.1% | +78.9% | +30.6% |
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