+140.4%
EWT vs SN
+671.7%
-531.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.7% | +7.6% | -11.2% | -4.9% |
| 30D | -17.2% | +22.4% | -39.6% | -20.2% |
| 3M | -7.3% | +21.7% | -29.0% | -10.8% |
| 6M | -1.5% | +102.8% | -104.3% | -14.4% |
| YTD | +49.0% | +102.4% | -53.4% | +29.2% |
| 1Y | +50.6% | +139.0% | -88.4% | +26.9% |
| 3Y | +148.9% | +440.4% | -291.5% | +90.3% |
| All | +140.4% | +671.7% | -531.3% | +83.2% |
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