+296.4%
SPGI vs EWT
+510.6%
-214.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.7% | -2.6% |
| 7D | -3.1% | +2.1% | -5.2% | -4.1% |
| 30D | +2.0% | +9.4% | -7.3% | -2.5% |
| 3M | +4.3% | +10.9% | -6.5% | -2.5% |
| 6M | -0.2% | +57.9% | -58.2% | -24.8% |
| YTD | -14.8% | +75.9% | -90.7% | -40.2% |
| 1Y | -18.5% | +89.7% | -108.2% | -45.8% |
| 3Y | +16.0% | +200.9% | -184.9% | -45.5% |
| 5Y | +2.2% | +154.5% | -152.3% | -46.5% |
| 10Y | +296.4% | +520.8% | -224.3% | +6.7% |
| All | +296.4% | +510.6% | -214.2% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling