+148.7%
EWY vs SYY
+23.4%
+125.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +2.9% |
| 7D | -0.1% | +3.9% | -4.0% | -1.2% |
| 30D | +7.3% | -1.7% | +9.1% | +7.8% |
| 3M | -5.1% | +5.2% | -10.3% | -7.1% |
| 6M | +42.1% | -0.2% | +42.3% | +40.7% |
| YTD | +94.1% | +15.4% | +78.7% | +84.1% |
| 1Y | +147.8% | +5.6% | +142.2% | +141.1% |
| 3Y | +222.9% | +28.9% | +194.0% | +186.7% |
| All | +148.7% | +23.4% | +125.4% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling