+1,236.8%
EWY vs SPY
+764.5%
+472.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +11.7% | +0.1% | +11.6% | +11.7% |
| 3M | -7.4% | +2.0% | -9.4% | -8.2% |
| 6M | +40.6% | +13.0% | +27.5% | +25.5% |
| YTD | +94.3% | +13.5% | +80.7% | +72.8% |
| 1Y | +164.3% | +20.0% | +144.3% | +121.4% |
| 3Y | +221.0% | +77.2% | +143.8% | +70.4% |
| 5Y | +139.1% | +81.9% | +57.2% | +21.0% |
| 10Y | +298.8% | +314.1% | -15.3% | -26.5% |
| All | +1,236.8% | +764.5% | +472.3% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling