+252.8%
SPOT vs EWT
+366.1%
-113.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | -0.3% |
| 7D | -3.1% | -1.1% | -1.9% | -2.4% |
| 30D | +7.4% | +4.5% | +2.9% | +4.2% |
| 3M | +8.2% | +8.3% | -0.1% | +0.6% |
| 6M | +2.2% | +54.2% | -52.0% | -27.6% |
| YTD | -9.5% | +74.6% | -84.0% | -42.0% |
| 1Y | -23.8% | +84.9% | -108.7% | -53.7% |
| 3Y | +233.5% | +197.5% | +35.9% | +33.0% |
| 5Y | +112.2% | +150.6% | -38.4% | -1.8% |
| All | +252.8% | +366.1% | -113.3% | +1.0% |
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