+82.1%
EWT vs SPG
+19.7%
+62.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -1.1% | -2.2% | +1.1% | -1.3% |
| 30D | +4.8% | -5.8% | +10.6% | +4.3% |
| 3M | +11.1% | -2.8% | +13.9% | +9.5% |
| 6M | +54.6% | +8.9% | +45.7% | +48.5% |
| YTD | +71.4% | +14.3% | +57.2% | +65.5% |
| 1Y | +82.1% | +19.5% | +62.6% | +74.8% |
| All | +82.1% | +19.7% | +62.4% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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