+986.6%
EWT vs SPXU
-100.0%
+1,086.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.1% |
| 7D | +1.6% | -1.5% | +3.1% | +1.2% |
| 30D | +8.2% | +3.7% | +4.5% | +9.5% |
| 3M | +11.1% | -9.6% | +20.6% | +9.1% |
| 6M | +60.4% | -32.4% | +92.8% | +47.0% |
| YTD | +75.6% | -28.7% | +104.3% | +64.2% |
| 1Y | +91.3% | -38.2% | +129.5% | +73.2% |
| 3Y | +200.3% | -80.4% | +280.7% | +114.8% |
| 5Y | +156.4% | -86.0% | +242.4% | +88.0% |
| 10Y | +495.8% | -99.5% | +595.3% | +114.3% |
| All | +986.6% | -100.0% | +1,086.6% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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