+151.9%
EWUS vs SPY
+631.0%
-479.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.6% | +2.6% | -2.0% | -1.5% |
| 30D | +4.0% | -2.0% | +5.9% | +5.6% |
| 3M | -2.4% | -2.8% | +0.4% | -0.2% |
| 6M | +8.0% | +2.1% | +5.9% | +6.0% |
| YTD | +8.1% | +11.5% | -3.4% | -1.0% |
| 1Y | +14.8% | +13.5% | +1.3% | +3.7% |
| 3Y | +61.5% | +77.7% | -16.2% | +0.1% |
| 5Y | +11.6% | +72.6% | -61.0% | -29.6% |
| 10Y | +75.8% | +308.2% | -232.3% | -43.9% |
| All | +151.9% | +631.0% | -479.1% | -44.3% |
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