-4.6%
SPCX vs EWY
-2.7%
-2.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.2% | +3.5% |
| 7D | +7.9% | +8.0% | -0.1% | +4.7% |
| 30D | +15.3% | +14.3% | +1.0% | +9.0% |
| All | -4.6% | -2.7% | -2.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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 · Available span rolling