-89.3%
EWV vs SPY
+322.5%
-411.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.4% | -3.3% |
| 7D | -0.9% | -0.8% | -0.1% | -1.9% |
| 30D | -1.9% | -1.1% | -0.8% | -3.1% |
| 3M | -15.0% | +3.9% | -18.8% | -9.1% |
| 6M | -28.3% | +13.6% | -41.9% | -10.9% |
| YTD | -36.9% | +12.7% | -49.6% | -22.0% |
| 1Y | -39.9% | +17.5% | -57.4% | -20.4% |
| 3Y | -67.4% | +76.9% | -144.3% | -16.4% |
| 5Y | -62.1% | +83.6% | -145.7% | +15.1% |
| All | -89.3% | +322.5% | -411.8% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling