+513.6%
EWT vs SPXS
-99.6%
+613.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.1% |
| 7D | -1.1% | +2.5% | -3.6% | -0.4% |
| 30D | +4.5% | +4.2% | +0.3% | +5.8% |
| 3M | +8.3% | -9.3% | +17.6% | +6.4% |
| 6M | +54.2% | -30.7% | +84.9% | +42.9% |
| YTD | +74.6% | -28.1% | +102.6% | +64.3% |
| 1Y | +84.9% | -35.1% | +120.0% | +70.7% |
| 3Y | +197.5% | -79.6% | +277.1% | +120.8% |
| 5Y | +150.6% | -86.3% | +236.9% | +87.5% |
| All | +513.6% | -99.6% | +613.2% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling