+338.6%
SPGI vs EWT
+448.2%
-109.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.1% |
| 7D | -0.8% | +13.2% | -14.1% | -6.5% |
| 30D | +14.3% | -14.3% | +28.6% | +21.5% |
| 3M | +14.5% | -8.4% | +22.9% | +17.4% |
| 6M | +17.3% | +3.7% | +13.6% | +10.0% |
| YTD | -4.6% | +53.1% | -57.7% | -29.5% |
| 1Y | +0.8% | +55.5% | -54.7% | -26.4% |
| 3Y | +28.8% | +155.6% | -126.9% | -35.4% |
| 5Y | +14.0% | +119.3% | -105.4% | -36.8% |
| All | +338.6% | +448.2% | -109.6% | +27.3% |
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 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