+631.9%
EWT vs SFM
+132.6%
+499.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.6% |
| 7D | +4.0% | -0.1% | +4.0% | +4.0% |
| 30D | +10.3% | -4.4% | +14.7% | +10.6% |
| 3M | +6.1% | +1.5% | +4.6% | +5.6% |
| 6M | +56.6% | +6.5% | +50.2% | +54.7% |
| YTD | +76.6% | +2.2% | +74.4% | +74.9% |
| 1Y | +97.9% | -41.9% | +139.8% | +106.1% |
| 3Y | +198.0% | +106.8% | +91.2% | +171.8% |
| 5Y | +151.8% | +231.6% | -79.8% | +116.1% |
| 10Y | +514.1% | +258.4% | +255.7% | +405.8% |
| All | +631.9% | +132.6% | +499.4% | +535.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling