+222.9%
EWY vs SPYM
+77.4%
+145.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.1% |
| 7D | -0.1% | -0.8% | +0.7% | +1.1% |
| 30D | +7.3% | -1.1% | +8.4% | +9.0% |
| 3M | -5.1% | +3.9% | -9.0% | -9.0% |
| 6M | +42.1% | +13.6% | +28.4% | +24.9% |
| YTD | +94.1% | +12.7% | +81.4% | +72.5% |
| 1Y | +147.8% | +17.6% | +130.2% | +111.9% |
| 3Y | +222.9% | +77.2% | +145.7% | +67.9% |
| All | +222.9% | +77.4% | +145.5% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling