+318.0%
SPYM vs EWT
+523.5%
-205.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.2% |
| 7D | -0.8% | -1.1% | +0.4% | -0.2% |
| 30D | -1.1% | +4.5% | -5.5% | -3.6% |
| 3M | +3.9% | +8.3% | -4.4% | -1.7% |
| 6M | +13.6% | +54.2% | -40.6% | -14.1% |
| YTD | +12.7% | +74.6% | -61.8% | -21.4% |
| 1Y | +17.6% | +84.9% | -67.3% | -21.1% |
| 3Y | +77.2% | +197.5% | -120.3% | -14.9% |
| 5Y | +84.1% | +150.6% | -66.5% | -1.6% |
| All | +318.0% | +523.5% | -205.5% | +27.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling