+513.6%
EWT vs SFM
+271.4%
+242.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.8% |
| 7D | -1.1% | -10.6% | +9.5% | -0.3% |
| 30D | +4.5% | -15.5% | +19.9% | +5.7% |
| 3M | +8.3% | -17.4% | +25.7% | +9.6% |
| 6M | +54.2% | -3.4% | +57.7% | +53.6% |
| YTD | +74.6% | -8.7% | +83.3% | +74.5% |
| 1Y | +84.9% | -47.2% | +132.1% | +93.5% |
| 3Y | +197.5% | +82.7% | +114.8% | +176.5% |
| 5Y | +150.6% | +214.3% | -63.7% | +119.3% |
| All | +513.6% | +271.4% | +242.2% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling