+141.4%
EWS vs SPY
+322.5%
-181.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.2% |
| 7D | -2.7% | -0.8% | -2.0% | -2.2% |
| 30D | -0.1% | -1.1% | +1.0% | +0.7% |
| 3M | +17.5% | +3.9% | +13.6% | +14.3% |
| 6M | +23.2% | +13.6% | +9.6% | +12.5% |
| YTD | +24.4% | +12.7% | +11.7% | +14.3% |
| 1Y | +20.3% | +17.5% | +2.8% | +7.2% |
| 3Y | +108.3% | +76.9% | +31.4% | +38.5% |
| 5Y | +83.4% | +83.6% | -0.2% | +17.7% |
| All | +141.4% | +322.5% | -181.1% | -15.6% |
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