-98.2%
EWV vs SPY
+634.5%
-732.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.6% |
| 30D | -5.9% | +0.1% | -5.9% | -5.6% |
| 3M | -11.1% | +2.0% | -13.1% | -6.6% |
| 6M | -22.6% | +13.0% | -35.6% | -2.4% |
| YTD | -36.3% | +13.5% | -49.9% | -18.6% |
| 1Y | -43.2% | +20.0% | -63.2% | -20.1% |
| 3Y | -67.4% | +77.2% | -144.6% | -5.9% |
| 5Y | -63.0% | +81.9% | -144.9% | +26.2% |
| 10Y | -89.2% | +314.1% | -403.3% | +90.7% |
| All | -98.2% | +634.5% | -732.8% | +127.2% |
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