+200.3%
EWT vs SN
+430.5%
-230.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +8.2% | -5.6% | +13.8% | +9.3% |
| 3M | +11.1% | +48.1% | -37.0% | +1.3% |
| 6M | +60.4% | +57.6% | +2.8% | +43.8% |
| YTD | +75.6% | +56.5% | +19.1% | +57.5% |
| 1Y | +91.3% | +52.6% | +38.8% | +71.9% |
| 3Y | +200.3% | +412.0% | -211.7% | +127.6% |
| All | +200.3% | +430.5% | -230.2% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling