+1,903.9%
SO vs EWT
+491.8%
+1,412.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.2% | -5.9% | +0.2% |
| 7D | -1.1% | -5.0% | +3.9% | -0.5% |
| 30D | +8.6% | -16.3% | +24.9% | +11.3% |
| 3M | +1.8% | -7.2% | +9.0% | +2.5% |
| 6M | +3.6% | -0.5% | +4.1% | +2.6% |
| YTD | +9.9% | +50.6% | -40.6% | +1.4% |
| 1Y | +5.7% | +54.8% | -49.1% | -3.1% |
| 3Y | +52.5% | +155.5% | -103.0% | +26.6% |
| 5Y | +77.3% | +116.4% | -39.1% | +50.6% |
| 10Y | +186.8% | +421.4% | -234.6% | +107.6% |
| All | +1,903.9% | +491.8% | +1,412.0% | +1,086.3% |
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