+75.7%
EWM vs SPY
+1,857.2%
-1,781.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.9% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | 0.0% | -3.7% | +3.7% | +2.2% |
| 3M | -4.9% | -2.7% | -2.2% | -3.4% |
| 6M | -10.2% | +2.2% | -12.4% | -11.7% |
| YTD | -0.5% | +10.8% | -11.4% | -6.9% |
| 1Y | +4.4% | +11.2% | -6.8% | -2.5% |
| 3Y | +41.4% | +76.5% | -35.1% | -2.1% |
| 5Y | +27.0% | +72.9% | -46.0% | -12.7% |
| 10Y | +33.2% | +304.8% | -271.6% | -48.6% |
| All | +75.7% | +1,857.2% | -1,781.5% | -73.2% |
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