+35.1%
ETW vs SPY
+82.3%
-47.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | -2.0% | -0.8% | -1.3% | -1.5% |
| 30D | -1.1% | -1.1% | 0.0% | -0.3% |
| 3M | +5.4% | +3.9% | +1.5% | +2.4% |
| 6M | +10.1% | +13.6% | -3.5% | 0.0% |
| YTD | +10.7% | +12.7% | -2.0% | +1.1% |
| 1Y | +15.6% | +17.5% | -1.9% | +2.2% |
| 3Y | +60.9% | +76.9% | -16.0% | +4.3% |
| All | +35.1% | +82.3% | -47.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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