+183.2%
EWT vs SN
+496.6%
-313.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.2% |
| 3M | +11.1% | +48.1% | -37.0% | +2.4% |
| 6M | +60.4% | +57.6% | +2.8% | +45.8% |
| YTD | +75.6% | +56.5% | +19.1% | +59.7% |
| 1Y | +91.3% | +52.6% | +38.8% | +74.2% |
| 3Y | +200.3% | +412.0% | -211.7% | +139.4% |
| All | +183.2% | +496.6% | -313.5% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling