+164.3%
EWY vs SPYM
+20.9%
+143.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.4% |
| 30D | +11.7% | +0.1% | +11.6% | +11.5% |
| 3M | -7.4% | +2.0% | -9.4% | -10.9% |
| 6M | +40.6% | +13.1% | +27.5% | +8.9% |
| YTD | +94.3% | +13.6% | +80.7% | +49.2% |
| 1Y | +164.3% | +20.1% | +144.2% | +91.7% |
| All | +164.3% | +20.9% | +143.3% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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