+471.0%
EWT vs SNAP
-77.9%
+548.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +2.1% | -5.0% | +7.1% | +2.6% |
| 30D | +9.4% | -0.7% | +10.1% | +9.3% |
| 3M | +10.9% | -5.0% | +15.9% | +10.9% |
| 6M | +57.9% | +3.5% | +54.4% | +56.2% |
| YTD | +75.9% | -34.2% | +110.1% | +80.9% |
| 1Y | +89.7% | -27.1% | +116.8% | +92.9% |
| 3Y | +200.9% | -43.5% | +244.3% | +203.5% |
| 5Y | +154.5% | -92.9% | +247.4% | +183.7% |
| All | +471.0% | -77.9% | +548.8% | +430.5% |
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