+164.3%
EWY vs SPYG
+22.6%
+141.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.9% |
| 7D | +4.8% | +0.4% | +4.4% | +4.0% |
| 30D | +11.7% | -0.4% | +12.1% | +12.9% |
| 3M | -7.4% | +0.5% | -7.9% | -6.6% |
| 6M | +40.6% | +17.5% | +23.1% | +12.3% |
| YTD | +94.3% | +14.3% | +79.9% | +59.7% |
| 1Y | +164.3% | +21.7% | +142.6% | +106.6% |
| All | +164.3% | +22.6% | +141.7% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling