+154.5%
EWT vs SPG
+104.0%
+50.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.9% |
| 7D | +2.1% | -1.7% | +3.8% | +2.6% |
| 30D | +9.4% | -6.3% | +15.6% | +11.5% |
| 3M | +10.9% | -2.4% | +13.3% | +11.0% |
| 6M | +57.9% | +9.6% | +48.3% | +51.8% |
| YTD | +75.9% | +14.2% | +61.7% | +66.5% |
| 1Y | +89.7% | +19.3% | +70.4% | +76.5% |
| 3Y | +200.9% | +106.7% | +94.2% | +128.4% |
| 5Y | +154.5% | +104.2% | +50.3% | +90.7% |
| All | +154.5% | +104.0% | +50.5% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling