+823.3%
SPYM vs EWT
+995.0%
-171.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.6% | +1.6% | -1.1% | -0.2% |
| 30D | -0.9% | +8.2% | -9.1% | -4.6% |
| 3M | +3.9% | +11.1% | -7.2% | -1.8% |
| 6M | +14.5% | +60.4% | -45.9% | -9.6% |
| YTD | +13.0% | +75.6% | -62.6% | -14.7% |
| 1Y | +19.4% | +91.3% | -71.9% | -13.6% |
| 3Y | +78.9% | +200.3% | -121.4% | +3.2% |
| 5Y | +82.3% | +156.4% | -74.0% | +12.9% |
| 10Y | +314.7% | +495.8% | -181.1% | +76.2% |
| All | +823.3% | +995.0% | -171.7% | +204.1% |
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