+89.7%
EWT vs SN
+47.1%
+42.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | +2.1% | -3.4% | +5.5% | +2.9% |
| 30D | +9.4% | -9.1% | +18.4% | +11.6% |
| 3M | +10.9% | +31.8% | -20.9% | +1.7% |
| 6M | +57.9% | +52.0% | +5.9% | +37.8% |
| YTD | +75.9% | +51.3% | +24.6% | +54.5% |
| 1Y | +89.7% | +46.9% | +42.8% | +62.4% |
| All | +89.7% | +47.1% | +42.6% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling