+43.6%
EWTX vs SPY
+111.5%
-67.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.5% |
| 30D | -4.3% | +0.1% | -4.3% | -4.4% |
| 3M | +15.7% | +2.0% | +13.7% | +12.7% |
| 6M | +49.1% | +13.0% | +36.1% | +26.9% |
| YTD | +73.6% | +13.5% | +60.0% | +46.2% |
| 1Y | +194.6% | +20.0% | +174.6% | +130.9% |
| 3Y | +567.8% | +77.2% | +490.6% | +216.2% |
| 5Y | +158.4% | +81.9% | +76.5% | +18.5% |
| All | +43.6% | +111.5% | -67.9% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling