+589.4%
SE vs EWT
+385.3%
+204.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -2.8% |
| 7D | -6.1% | +4.0% | -10.1% | -9.8% |
| 30D | -2.5% | +10.3% | -12.8% | -11.8% |
| 3M | +21.7% | +6.1% | +15.6% | +11.1% |
| 6M | +27.0% | +56.6% | -29.6% | -26.8% |
| YTD | -12.1% | +76.6% | -88.7% | -55.8% |
| 1Y | -40.9% | +97.9% | -138.8% | -74.2% |
| 3Y | +191.0% | +198.0% | -7.0% | -27.1% |
| 5Y | -68.3% | +151.8% | -220.0% | -89.7% |
| All | +589.4% | +385.3% | +204.0% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling