+55.2%
EWT vs SFM
-35.8%
+91.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.0% |
| 7D | -10.9% | -12.3% | +1.4% | -11.2% |
| 30D | -17.7% | -16.2% | -1.5% | -18.4% |
| 3M | -5.0% | -36.8% | +31.8% | -7.8% |
| 6M | +7.4% | -32.6% | +40.0% | +5.1% |
| YTD | +52.8% | -31.7% | +84.5% | +50.1% |
| 1Y | +55.2% | -35.0% | +90.2% | +52.3% |
| All | +55.2% | -35.8% | +91.0% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling