+550.0%
EWY vs SPYM
+824.3%
-274.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.2% |
| 7D | +8.0% | +0.6% | +7.4% | +7.3% |
| 30D | +14.3% | -0.9% | +15.3% | +15.6% |
| 3M | +2.3% | +3.9% | -1.6% | -0.9% |
| 6M | +49.9% | +14.5% | +35.3% | +32.7% |
| YTD | +95.3% | +13.0% | +82.3% | +75.9% |
| 1Y | +161.7% | +19.4% | +142.3% | +122.8% |
| 3Y | +230.2% | +78.9% | +151.3% | +81.5% |
| 5Y | +148.1% | +82.3% | +65.8% | +31.9% |
| 10Y | +293.2% | +314.7% | -21.6% | -18.8% |
| All | +550.0% | +824.3% | -274.3% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling