+117.9%
EWX vs SPY
+307.0%
-189.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.9% | +2.6% | -0.7% | +0.1% |
| 30D | -6.5% | -2.0% | -4.5% | -5.2% |
| 3M | -8.3% | -2.8% | -5.5% | -6.5% |
| 6M | -10.7% | +2.1% | -12.8% | -11.8% |
| YTD | +1.6% | +11.5% | -9.9% | -5.4% |
| 1Y | +1.7% | +13.5% | -11.7% | -6.5% |
| 3Y | +34.7% | +77.7% | -43.0% | -10.3% |
| 5Y | +24.9% | +72.6% | -47.8% | -15.9% |
| All | +117.9% | +307.0% | -189.1% | -28.5% |
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