+52.5%
SO vs EWT
+153.9%
-101.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +1.8% |
| 7D | -1.1% | -5.0% | +3.9% | -1.4% |
| 30D | +8.6% | -16.3% | +24.9% | +7.2% |
| 3M | +1.8% | -7.2% | +9.0% | +1.3% |
| 6M | +3.6% | -0.5% | +4.1% | +3.6% |
| YTD | +9.9% | +50.6% | -40.6% | +12.0% |
| 1Y | +5.7% | +54.8% | -49.1% | +7.9% |
| 3Y | +52.5% | +155.5% | -103.0% | +44.9% |
| All | +52.5% | +153.9% | -101.4% | +44.9% |
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 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