+82.1%
EWT vs SFM
-46.9%
+129.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.6% |
| 7D | -1.1% | -8.8% | +7.7% | -1.3% |
| 30D | +4.8% | -14.5% | +19.2% | +4.4% |
| 3M | +11.1% | -16.8% | +28.0% | +10.7% |
| 6M | +54.6% | -5.3% | +60.0% | +53.8% |
| YTD | +71.4% | -9.4% | +80.8% | +71.1% |
| 1Y | +82.1% | -46.2% | +128.3% | +89.6% |
| All | +82.1% | -46.9% | +129.0% | +89.6% |
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