+59.2%
EWT vs SPY
+12.1%
+47.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.9% |
| 7D | +9.1% | +2.6% | +6.5% | +3.9% |
| 30D | -12.2% | -2.0% | -10.2% | -7.9% |
| 3M | -9.4% | -2.8% | -6.6% | -3.4% |
| 6M | +2.7% | +2.1% | +0.5% | +0.7% |
| YTD | +53.3% | +11.5% | +41.8% | +31.9% |
| 1Y | +59.2% | +13.5% | +45.7% | +33.8% |
| All | +59.2% | +12.1% | +47.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling