+5.7%
SPGI vs EWT
+57.8%
-52.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.4% |
| 7D | +0.1% | +4.0% | -3.8% | +0.4% |
| 30D | +8.4% | +10.3% | -1.9% | +9.2% |
| 3M | +11.8% | +6.1% | +5.8% | +12.9% |
| 6M | +5.7% | +56.6% | -50.9% | -1.8% |
| All | +5.7% | +57.8% | -52.0% | -1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling