+32.9%
EWM vs SPY
+308.5%
-275.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.7% | +3.3% | -7.0% | -5.3% |
| 30D | -2.6% | -2.7% | +0.1% | -1.4% |
| 3M | -7.2% | -1.7% | -5.4% | -6.5% |
| 6M | -11.2% | +3.1% | -14.2% | -12.7% |
| YTD | -2.1% | +11.9% | -14.0% | -7.8% |
| 1Y | +2.6% | +12.0% | -9.4% | -3.5% |
| 3Y | +39.2% | +78.2% | -39.0% | +2.1% |
| 5Y | +23.9% | +73.2% | -49.3% | -8.6% |
| All | +32.9% | +308.5% | -275.6% | -44.9% |
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