+200.3%
EWT vs SNAP
-43.9%
+244.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | +1.6% | +1.5% | +0.1% | +1.4% |
| 30D | +8.2% | +1.9% | +6.3% | +7.6% |
| 3M | +11.1% | -3.9% | +15.0% | +10.9% |
| 6M | +60.4% | +5.2% | +55.2% | +57.3% |
| YTD | +75.6% | -32.7% | +108.3% | +82.4% |
| 1Y | +91.3% | -24.8% | +116.1% | +95.2% |
| 3Y | +200.3% | -42.2% | +242.5% | +193.7% |
| All | +200.3% | -43.9% | +244.2% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling