+303.5%
EWY vs SPYG
+424.6%
-121.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.5% |
| 7D | -0.1% | -0.9% | +0.8% | +0.8% |
| 30D | +7.3% | -1.5% | +8.8% | +8.9% |
| 3M | -5.1% | +3.7% | -8.9% | -7.1% |
| 6M | +42.1% | +16.4% | +25.6% | +28.8% |
| YTD | +94.1% | +13.3% | +80.8% | +80.0% |
| 1Y | +147.8% | +17.9% | +130.0% | +123.2% |
| 3Y | +222.9% | +98.3% | +124.6% | +88.6% |
| 5Y | +150.6% | +86.4% | +64.2% | +51.6% |
| All | +303.5% | +424.6% | -121.1% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling