+62.4%
EWY vs SYY
+8.7%
+53.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -2.0% |
| 7D | -8.3% | -6.3% | -2.0% | -8.1% |
| 30D | -20.5% | +0.7% | -21.3% | -21.1% |
| 3M | -11.1% | -6.4% | -4.7% | -10.8% |
| 6M | -7.0% | +7.6% | -14.6% | -11.5% |
| YTD | +56.5% | +7.4% | +49.0% | +58.6% |
| 1Y | +62.4% | +8.3% | +54.1% | +65.3% |
| All | +62.4% | +8.7% | +53.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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