+513.6%
EWT vs SYY
+116.5%
+397.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -1.1% | +3.9% | -5.1% | -2.0% |
| 30D | +4.5% | -1.7% | +6.2% | +4.8% |
| 3M | +8.3% | +5.2% | +3.1% | +6.8% |
| 6M | +54.2% | -0.2% | +54.4% | +53.3% |
| YTD | +74.6% | +15.4% | +59.2% | +67.7% |
| 1Y | +84.9% | +5.6% | +79.3% | +80.9% |
| 3Y | +197.5% | +28.9% | +168.7% | +175.0% |
| 5Y | +150.6% | +24.1% | +126.5% | +132.4% |
| All | +513.6% | +116.5% | +397.1% | +378.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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