+11.7%
SPGI vs EWT
+103.1%
-91.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -2.0% |
| 7D | +0.3% | -11.7% | +12.0% | +3.5% |
| 30D | +18.4% | -23.2% | +41.6% | +26.9% |
| 3M | +15.7% | -12.5% | +28.2% | +18.9% |
| 6M | +17.3% | -5.9% | +23.2% | +15.3% |
| YTD | -4.7% | +40.5% | -45.2% | -22.0% |
| 1Y | +1.8% | +43.7% | -41.9% | -17.7% |
| 3Y | +31.7% | +136.6% | -104.9% | -24.2% |
| All | +11.7% | +103.1% | -91.4% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling