+568.1%
EWG vs SPY
+1,905.1%
-1,337.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +0.6% | +0.1% | +0.5% | +0.5% |
| 3M | +3.9% | +2.0% | +2.0% | +1.9% |
| 6M | +6.3% | +13.0% | -6.7% | -5.7% |
| YTD | +5.3% | +13.5% | -8.2% | -7.0% |
| 1Y | +8.3% | +20.0% | -11.7% | -9.6% |
| 3Y | +68.9% | +77.2% | -8.3% | -6.0% |
| 5Y | +41.8% | +81.9% | -40.1% | -23.5% |
| 10Y | +109.9% | +314.1% | -204.1% | -51.7% |
| All | +568.1% | +1,905.1% | -1,337.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling