+562.3%
SE vs EWT
+371.2%
+191.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | +1.6% |
| 7D | -4.8% | -1.1% | -3.7% | -3.8% |
| 30D | -18.1% | +4.8% | -22.9% | -22.2% |
| 3M | +30.6% | +11.1% | +19.5% | +13.3% |
| 6M | +20.8% | +54.6% | -33.9% | -29.5% |
| YTD | -15.6% | +71.4% | -87.0% | -56.3% |
| 1Y | -44.2% | +82.1% | -126.3% | -73.3% |
| 3Y | +181.5% | +193.2% | -11.7% | -28.6% |
| 5Y | -66.9% | +146.1% | -213.0% | -89.0% |
| All | +562.3% | +371.2% | +191.1% | +15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling