+864.9%
EWT vs SPYG
+559.2%
+305.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | +9.4% | -1.7% | +11.1% | +10.9% |
| 3M | +10.9% | +3.6% | +7.2% | +8.3% |
| 6M | +57.9% | +16.6% | +41.3% | +41.2% |
| YTD | +75.9% | +13.4% | +62.5% | +60.8% |
| 1Y | +89.7% | +19.6% | +70.1% | +66.4% |
| 3Y | +200.9% | +99.8% | +101.1% | +75.1% |
| 5Y | +154.5% | +85.0% | +69.5% | +53.6% |
| 10Y | +520.8% | +422.1% | +98.7% | +54.4% |
| All | +864.9% | +559.2% | +305.7% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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