+502.5%
EWT vs SPG
+3,309.4%
-2,806.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +9.1% | +2.0% | +7.1% | +8.5% |
| 30D | -12.2% | +17.2% | -29.5% | -16.4% |
| 3M | -9.4% | +6.3% | -15.7% | -11.2% |
| 6M | +2.7% | +18.7% | -16.0% | -3.1% |
| YTD | +53.3% | +30.1% | +23.2% | +40.4% |
| 1Y | +59.2% | +32.8% | +26.4% | +44.8% |
| 3Y | +157.1% | +133.6% | +23.5% | +94.9% |
| 5Y | +119.6% | +84.4% | +35.2% | +75.9% |
| 10Y | +446.9% | +114.3% | +332.6% | +270.9% |
| All | +502.5% | +3,309.4% | -2,806.9% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling