+154.3%
EWT vs SN
+673.1%
-518.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +3.2% | +3.5% | -0.3% | +2.6% |
| 30D | -12.3% | +19.4% | -31.8% | -15.2% |
| 3M | -3.6% | +20.9% | -24.5% | -7.1% |
| 6M | +3.1% | +111.1% | -108.0% | -11.1% |
| YTD | +57.7% | +102.8% | -45.1% | +36.6% |
| 1Y | +60.3% | +146.2% | -85.9% | +34.3% |
| 3Y | +163.4% | +441.4% | -278.1% | +101.3% |
| All | +154.3% | +673.1% | -518.8% | +93.8% |
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