+42.1%
EWY vs SUNB
+1.5%
+40.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | -0.1% | +6.0% | -6.0% | -3.6% |
| 30D | +7.3% | -9.7% | +17.0% | +13.8% |
| 3M | -5.1% | -9.8% | +4.7% | +1.2% |
| 6M | +42.1% | +3.1% | +38.9% | +43.7% |
| All | +42.1% | +1.5% | +40.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling