+120.1%
EWA vs SPY
+318.9%
-198.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -4.2% | -2.0% | -2.3% | -2.3% |
| 30D | -2.9% | -1.7% | -1.3% | -1.3% |
| 3M | +4.6% | +4.7% | -0.1% | -0.2% |
| 6M | +1.9% | +12.5% | -10.6% | -9.6% |
| YTD | +12.6% | +11.7% | +0.9% | +0.6% |
| 1Y | +10.6% | +17.5% | -6.8% | -6.1% |
| 3Y | +48.4% | +76.6% | -28.2% | -18.0% |
| 5Y | +38.4% | +82.0% | -43.6% | -26.7% |
| All | +120.1% | +318.9% | -198.8% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling