+29.0%
EWM vs SPY
+81.0%
-52.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | -0.1% | -1.4% | +1.3% | +0.5% |
| 3M | +3.2% | +3.7% | -0.5% | +1.6% |
| 6M | +1.1% | +13.0% | -11.9% | -3.8% |
| YTD | +4.5% | +12.4% | -7.9% | -0.4% |
| 1Y | +15.4% | +18.5% | -3.1% | +7.8% |
| 3Y | +48.8% | +77.6% | -28.9% | +18.9% |
| 5Y | +29.0% | +81.7% | -52.7% | +1.5% |
| All | +29.0% | +81.0% | -52.0% | +1.5% |
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 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