+396.8%
EWT vs SNAP
-78.3%
+475.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.7% |
| 7D | +13.2% | +2.6% | +10.7% | +13.0% |
| 30D | -14.3% | -19.6% | +5.3% | -12.5% |
| 3M | -8.4% | +0.4% | -8.8% | -8.6% |
| 6M | +3.7% | -5.9% | +9.7% | +3.7% |
| YTD | +53.1% | -35.3% | +88.4% | +57.5% |
| 1Y | +55.5% | -42.6% | +98.1% | +61.7% |
| 3Y | +155.6% | -53.9% | +209.5% | +162.3% |
| 5Y | +119.3% | -90.3% | +209.6% | +139.4% |
| All | +396.8% | -78.3% | +475.1% | +362.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling