+502.6%
EWT vs SM
+23.2%
+479.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.6% |
| 7D | -1.1% | +2.1% | -3.2% | -1.3% |
| 30D | +4.8% | +18.1% | -13.3% | +3.6% |
| 3M | +11.1% | +17.0% | -5.8% | +9.6% |
| 6M | +54.6% | +55.4% | -0.8% | +48.6% |
| YTD | +71.4% | +108.6% | -37.1% | +60.9% |
| 1Y | +82.1% | +45.7% | +36.4% | +75.2% |
| 3Y | +193.2% | -0.3% | +193.6% | +186.0% |
| 5Y | +146.1% | +113.0% | +33.0% | +125.1% |
| All | +502.6% | +23.2% | +479.4% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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