+149.4%
EWT vs SPMO
+149.5%
0.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | +4.5% | -1.9% | +6.4% | +6.1% |
| 3M | +8.3% | -1.4% | +9.6% | +9.6% |
| 6M | +54.2% | +25.5% | +28.7% | +30.5% |
| YTD | +74.6% | +24.8% | +49.7% | +48.2% |
| 1Y | +84.9% | +24.5% | +60.4% | +57.5% |
| 3Y | +197.5% | +157.1% | +40.4% | +51.8% |
| All | +149.4% | +149.5% | 0.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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