+452.3%
EWT vs SPY
+307.0%
+145.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +9.1% | +2.6% | +6.5% | +6.9% |
| 30D | -12.2% | -2.0% | -10.2% | -10.2% |
| 3M | -9.4% | -2.8% | -6.6% | -6.6% |
| 6M | +2.7% | +2.1% | +0.5% | +2.2% |
| YTD | +53.3% | +11.5% | +41.8% | +42.5% |
| 1Y | +59.2% | +13.5% | +45.7% | +45.9% |
| 3Y | +157.1% | +77.7% | +79.4% | +66.4% |
| 5Y | +119.6% | +72.6% | +47.0% | +44.3% |
| All | +452.3% | +307.0% | +145.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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