+192.2%
EWT vs SPG
+106.6%
+85.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.6% |
| 30D | +4.8% | -5.8% | +10.6% | +6.4% |
| 3M | +11.1% | -2.8% | +13.9% | +11.2% |
| 6M | +54.6% | +8.9% | +45.7% | +48.6% |
| YTD | +71.4% | +14.3% | +57.2% | +62.0% |
| 1Y | +82.1% | +19.5% | +62.6% | +69.1% |
| All | +192.2% | +106.6% | +85.6% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling