+60.7%
SE vs EWT
+164.9%
-104.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.8% | -9.5% | -6.7% |
| 7D | -7.7% | +3.2% | -10.9% | -9.7% |
| 30D | -22.8% | -12.3% | -10.5% | -17.5% |
| 3M | -43.7% | -3.6% | -40.1% | -43.3% |
| 6M | -12.8% | +3.1% | -15.9% | -17.7% |
| YTD | -42.0% | +57.7% | -99.7% | -60.2% |
| 1Y | -48.0% | +60.3% | -108.3% | -64.9% |
| All | +60.7% | +164.9% | -104.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling