-23.8%
SPOT vs EWT
+85.6%
-109.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.8% |
| 7D | -3.1% | -1.1% | -1.9% | -3.1% |
| 30D | +7.4% | +4.5% | +2.9% | +7.5% |
| 3M | +8.2% | +8.3% | -0.1% | +8.4% |
| 6M | +2.2% | +54.2% | -52.0% | -4.0% |
| YTD | -9.5% | +74.6% | -84.0% | -17.0% |
| 1Y | -23.8% | +84.9% | -108.7% | -30.5% |
| All | -23.8% | +85.6% | -109.4% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling