+199.8%
EWT vs SM
-1.2%
+201.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +2.1% | -0.2% | +2.4% | +2.1% |
| 30D | +9.4% | +20.3% | -10.9% | +8.1% |
| 3M | +10.9% | +22.9% | -12.0% | +9.2% |
| 6M | +57.9% | +47.8% | +10.1% | +50.9% |
| YTD | +75.9% | +107.5% | -31.5% | +59.7% |
| 1Y | +89.7% | +51.7% | +38.0% | +79.8% |
| All | +199.8% | -1.2% | +201.0% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling