+254.8%
SPOT vs EWT
+368.8%
-114.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.2% |
| 7D | -2.9% | +1.6% | -4.5% | -3.9% |
| 30D | +8.3% | +8.2% | +0.1% | +2.8% |
| 3M | +5.1% | +11.1% | -6.0% | -4.2% |
| 6M | -6.5% | +60.4% | -66.9% | -35.7% |
| YTD | -9.0% | +75.6% | -84.5% | -41.9% |
| 1Y | -26.4% | +91.3% | -117.7% | -56.4% |
| 3Y | +240.0% | +200.3% | +39.7% | +34.8% |
| 5Y | +111.7% | +156.4% | -44.7% | -3.4% |
| All | +254.8% | +368.8% | -114.0% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling