+513.6%
EWT vs SPY
+322.5%
+191.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.1% |
| 7D | -1.1% | -0.8% | -0.4% | -0.5% |
| 30D | +4.5% | -1.1% | +5.5% | +5.4% |
| 3M | +8.3% | +3.9% | +4.4% | +5.2% |
| 6M | +54.2% | +13.6% | +40.6% | +39.9% |
| YTD | +74.6% | +12.7% | +61.9% | +59.7% |
| 1Y | +84.9% | +17.5% | +67.4% | +63.7% |
| 3Y | +197.5% | +76.9% | +120.6% | +91.4% |
| 5Y | +150.6% | +83.6% | +67.0% | +55.6% |
| All | +513.6% | +322.5% | +191.2% | +83.1% |
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