+303.5%
EWY vs SU
+267.2%
+36.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -0.1% | +2.2% | -2.3% | -0.6% |
| 30D | +7.3% | +8.4% | -1.1% | +5.0% |
| 3M | -5.1% | +12.1% | -17.2% | -8.4% |
| 6M | +42.1% | +19.7% | +22.4% | +33.7% |
| YTD | +94.1% | +58.4% | +35.7% | +69.2% |
| 1Y | +147.8% | +67.2% | +80.6% | +112.5% |
| 3Y | +222.9% | +125.0% | +97.9% | +150.5% |
| 5Y | +150.6% | +355.1% | -204.4% | +52.3% |
| All | +303.5% | +267.2% | +36.3% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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