+734.9%
SPY vs EWT
+501.7%
+233.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.9% |
| 7D | +3.3% | +13.2% | -9.9% | -2.3% |
| 30D | -2.7% | -14.3% | +11.6% | +3.4% |
| 3M | -1.7% | -8.4% | +6.7% | +1.3% |
| 6M | +3.1% | +3.7% | -0.6% | -0.4% |
| YTD | +11.9% | +53.1% | -41.2% | -9.5% |
| 1Y | +12.0% | +55.5% | -43.5% | -10.1% |
| 3Y | +78.2% | +155.6% | -77.5% | +13.6% |
| 5Y | +73.2% | +119.3% | -46.1% | +17.9% |
| 10Y | +309.6% | +446.2% | -136.5% | +89.6% |
| All | +734.9% | +501.7% | +233.2% | +170.6% |
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 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