+106.8%
EWX vs SPY
+657.7%
-550.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.9% | +2.6% | -0.7% | -0.3% |
| 30D | -6.5% | -2.0% | -4.5% | -4.9% |
| 3M | -8.3% | -2.8% | -5.5% | -6.1% |
| 6M | -10.7% | +2.1% | -12.8% | -12.1% |
| YTD | +1.6% | +11.5% | -9.9% | -7.2% |
| 1Y | +1.7% | +13.5% | -11.7% | -8.5% |
| 3Y | +34.7% | +77.7% | -43.0% | -19.0% |
| 5Y | +24.9% | +72.6% | -47.8% | -24.6% |
| 10Y | +117.0% | +308.2% | -191.2% | -43.5% |
| All | +106.8% | +657.7% | -550.9% | -70.6% |
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