+1,250.3%
EWY vs SYY
+681.9%
+568.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +17.0% | -2.7% | +19.7% | +18.2% |
| 3M | +3.7% | +5.9% | -2.2% | +0.6% |
| 6M | +42.5% | -2.3% | +44.8% | +42.0% |
| YTD | +96.2% | +13.1% | +83.1% | +84.0% |
| 1Y | +160.4% | +3.8% | +156.6% | +151.8% |
| 3Y | +231.7% | +26.7% | +204.9% | +190.0% |
| 5Y | +153.3% | +19.4% | +133.8% | +123.6% |
| 10Y | +308.8% | +112.0% | +196.9% | +145.1% |
| All | +1,250.3% | +681.9% | +568.4% | +436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling