+116.1%
EWT vs SNAP
-90.7%
+206.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -3.7% | -10.6% | +6.9% | -2.4% |
| 30D | -17.2% | -19.7% | +2.6% | -15.2% |
| 3M | -7.3% | -6.5% | -0.8% | -6.9% |
| 6M | -1.5% | -17.8% | +16.3% | -0.1% |
| YTD | +49.0% | -38.0% | +87.1% | +54.5% |
| 1Y | +50.6% | -42.5% | +93.1% | +57.2% |
| 3Y | +148.9% | -55.8% | +204.7% | +156.8% |
| 5Y | +116.1% | -90.5% | +206.6% | +141.6% |
| All | +116.1% | -90.7% | +206.8% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling