+456.5%
EWT vs SNAP
-77.0%
+533.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.9% |
| 7D | -1.1% | -3.2% | +2.1% | -0.8% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | +11.1% | +2.6% | +8.5% | +10.4% |
| 6M | +54.6% | +12.4% | +42.2% | +51.8% |
| YTD | +71.4% | -31.6% | +103.0% | +75.6% |
| 1Y | +82.1% | -21.7% | +103.8% | +83.9% |
| 3Y | +193.2% | -41.2% | +234.4% | +194.7% |
| 5Y | +146.1% | -92.6% | +238.7% | +173.2% |
| All | +456.5% | -77.0% | +533.5% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SNAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling