+330.5%
EWT vs SITM
+4,437.5%
-4,107.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | +3.7% | -1.6% | +1.6% |
| 30D | +9.4% | -14.5% | +23.9% | +11.7% |
| 3M | +10.9% | -10.6% | +21.4% | +11.4% |
| 6M | +57.9% | +65.5% | -7.6% | +43.6% |
| YTD | +75.9% | +67.0% | +8.9% | +58.6% |
| 1Y | +89.7% | +138.6% | -48.9% | +60.7% |
| 3Y | +200.9% | +421.8% | -220.9% | +115.4% |
| 5Y | +154.5% | +172.4% | -17.9% | +83.6% |
| All | +330.5% | +4,437.5% | -4,107.0% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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