+452.3%
EWT vs SFM
+140.2%
+312.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +9.1% | +6.0% | +3.1% | +8.7% |
| 30D | -12.2% | -19.5% | +7.2% | -11.1% |
| 3M | -9.4% | -37.0% | +27.6% | -6.7% |
| 6M | +2.7% | -41.0% | +43.7% | +6.0% |
| YTD | +53.3% | -34.6% | +87.9% | +56.4% |
| 1Y | +59.2% | -36.3% | +95.4% | +62.7% |
| 3Y | +157.1% | +24.5% | +132.6% | +144.9% |
| 5Y | +119.6% | +115.9% | +3.7% | +96.6% |
| All | +452.3% | +140.2% | +312.1% | +384.9% |
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