+737.9%
SPY vs EWT
+519.9%
+217.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | -1.2% |
| 7D | -0.9% | +3.2% | -4.1% | -2.7% |
| 30D | -2.4% | -12.3% | +10.0% | +2.8% |
| 3M | -1.2% | -3.6% | +2.5% | -0.4% |
| 6M | +3.3% | +3.1% | +0.2% | +0.1% |
| YTD | +12.3% | +57.7% | -45.4% | -10.3% |
| 1Y | +12.4% | +60.3% | -47.8% | -10.9% |
| 3Y | +78.8% | +163.4% | -84.6% | +12.6% |
| 5Y | +75.2% | +127.4% | -52.3% | +17.3% |
| 10Y | +311.1% | +462.7% | -151.6% | +87.9% |
| All | +737.9% | +519.9% | +217.9% | +168.2% |
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