+1,636.2%
EWY vs SPYG
+559.2%
+1,077.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +6.7% | +0.3% | +6.3% | +6.3% |
| 30D | +17.0% | -1.7% | +18.6% | +19.0% |
| 3M | +3.7% | +3.6% | 0.0% | +1.6% |
| 6M | +42.5% | +16.6% | +25.9% | +27.4% |
| YTD | +96.2% | +13.4% | +82.9% | +80.3% |
| 1Y | +160.4% | +19.6% | +140.8% | +128.1% |
| 3Y | +231.7% | +99.8% | +131.9% | +77.0% |
| 5Y | +153.3% | +85.0% | +68.3% | +41.1% |
| 10Y | +308.8% | +422.1% | -113.3% | -19.1% |
| All | +1,636.2% | +559.2% | +1,077.0% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling