-60.8%
EWV vs SPY
+81.0%
-141.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +1.2% |
| 7D | -2.2% | -0.4% | -1.9% | -2.7% |
| 30D | -1.9% | -1.4% | -0.5% | -3.7% |
| 3M | -14.5% | +3.7% | -18.2% | -8.3% |
| 6M | -25.6% | +13.0% | -38.6% | -7.3% |
| YTD | -34.7% | +12.4% | -47.1% | -18.6% |
| 1Y | -39.7% | +18.5% | -58.2% | -18.1% |
| 3Y | -67.1% | +77.6% | -144.7% | -13.3% |
| 5Y | -60.8% | +81.7% | -142.5% | +19.4% |
| All | -60.8% | +81.0% | -141.8% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling