+1,905.6%
SO vs EWT
+485.8%
+1,419.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.1% | -3.7% | +3.5% | +0.3% |
| 30D | +8.7% | -17.2% | +25.9% | +11.5% |
| 3M | +3.4% | -7.3% | +10.7% | +4.2% |
| 6M | +3.7% | -1.5% | +5.2% | +2.9% |
| YTD | +10.0% | +49.0% | -39.0% | +1.6% |
| 1Y | +6.6% | +50.6% | -44.0% | -1.8% |
| 3Y | +52.5% | +148.9% | -96.4% | +27.1% |
| 5Y | +76.1% | +116.1% | -40.0% | +49.5% |
| 10Y | +194.9% | +427.8% | -233.0% | +113.1% |
| All | +1,905.6% | +485.8% | +1,419.8% | +1,089.2% |
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