+153.3%
EWY vs SPY
+81.0%
+72.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +1.0% |
| 7D | +6.7% | -0.4% | +7.0% | +7.0% |
| 30D | +17.0% | -1.4% | +18.3% | +18.8% |
| 3M | +3.7% | +3.7% | 0.0% | +0.7% |
| 6M | +42.5% | +13.0% | +29.5% | +29.1% |
| YTD | +96.2% | +12.4% | +83.8% | +79.0% |
| 1Y | +160.4% | +18.5% | +141.8% | +127.1% |
| 3Y | +231.7% | +77.6% | +154.0% | +102.2% |
| 5Y | +153.3% | +81.7% | +71.6% | +50.6% |
| All | +153.3% | +81.0% | +72.3% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling