+181.6%
EWT vs SN
+447.8%
-266.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -1.1% | -7.3% | +6.1% | +0.2% |
| 30D | +4.5% | -13.6% | +18.1% | +7.2% |
| 3M | +8.3% | +18.6% | -10.3% | +4.2% |
| 6M | +54.2% | +46.0% | +8.3% | +42.2% |
| YTD | +74.6% | +43.7% | +30.9% | +61.3% |
| 1Y | +84.9% | +39.2% | +45.7% | +71.2% |
| 3Y | +197.5% | +306.5% | -108.9% | +142.1% |
| All | +181.6% | +447.8% | -266.3% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling