-48.8%
SE vs EWT
+54.0%
-102.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +4.9% |
| 7D | +6.7% | -10.9% | +17.6% | +11.3% |
| 30D | -17.2% | -17.7% | +0.5% | -10.9% |
| 3M | -28.0% | -5.0% | -23.0% | -27.1% |
| 6M | -6.1% | +7.4% | -13.5% | -14.4% |
| YTD | -37.1% | +52.8% | -90.0% | -56.6% |
| 1Y | -48.8% | +55.2% | -104.0% | -65.3% |
| All | -48.8% | +54.0% | -102.8% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling