-0.9%
SO vs EWT
+99.0%
-99.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.5% |
| 7D | -0.2% | +4.0% | -4.1% | +0.2% |
| 30D | -4.6% | +10.3% | -14.9% | -3.6% |
| 3M | -3.0% | +6.1% | -9.1% | -2.2% |
| 6M | -8.3% | +56.6% | -64.9% | -5.0% |
| YTD | +3.5% | +76.6% | -73.0% | +9.5% |
| 1Y | -0.9% | +97.9% | -98.8% | +5.9% |
| All | -0.9% | +99.0% | -99.9% | +5.9% |
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