+82.1%
EWT vs SM
+51.5%
+30.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.5% |
| 7D | -1.1% | +2.1% | -3.2% | -0.9% |
| 30D | +4.8% | +18.1% | -13.3% | +6.5% |
| 3M | +11.1% | +17.0% | -5.8% | +14.0% |
| 6M | +54.6% | +55.4% | -0.8% | +56.8% |
| YTD | +71.4% | +108.6% | -37.1% | +68.9% |
| 1Y | +82.1% | +45.7% | +36.4% | +88.5% |
| All | +82.1% | +51.5% | +30.6% | +88.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling