-98.0%
EWV vs SPY
+621.2%
-719.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -1.1% |
| 7D | -7.8% | +2.6% | -10.4% | -3.7% |
| 30D | +8.0% | -2.0% | +10.0% | +6.0% |
| 3M | +13.9% | -2.8% | +16.6% | +10.9% |
| 6M | -0.8% | +2.1% | -2.9% | +6.3% |
| YTD | -27.8% | +11.5% | -39.3% | -8.9% |
| 1Y | -28.7% | +13.5% | -42.2% | -7.1% |
| 3Y | -65.3% | +77.7% | -143.0% | +1.9% |
| 5Y | -59.4% | +72.6% | -132.0% | +28.8% |
| 10Y | -87.8% | +308.2% | -396.0% | +113.3% |
| All | -98.0% | +621.2% | -719.2% | +154.4% |
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 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