+910.6%
EWY vs SPY
+748.9%
+161.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +4.2% | +2.6% | +1.6% | +1.2% |
| 30D | -10.7% | -2.0% | -8.7% | -7.8% |
| 3M | -20.1% | -2.8% | -17.3% | -16.5% |
| 6M | -24.3% | +2.1% | -26.4% | -24.1% |
| YTD | +46.9% | +11.5% | +35.4% | +34.9% |
| 1Y | +55.2% | +13.5% | +41.7% | +39.7% |
| 3Y | +157.0% | +77.7% | +79.3% | +37.4% |
| 5Y | +98.9% | +72.6% | +26.3% | +8.2% |
| 10Y | +226.3% | +308.2% | -81.9% | -38.3% |
| All | +910.6% | +748.9% | +161.7% | -20.5% |
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