+156.4%
EWT vs SNAP
-92.9%
+249.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | +1.6% | +1.5% | +0.1% | +1.5% |
| 30D | +8.2% | +1.9% | +6.3% | +7.8% |
| 3M | +11.1% | -3.9% | +15.0% | +11.0% |
| 6M | +60.4% | +5.2% | +55.2% | +58.3% |
| YTD | +75.6% | -32.7% | +108.3% | +80.5% |
| 1Y | +91.3% | -24.8% | +116.1% | +94.1% |
| 3Y | +200.3% | -42.2% | +242.5% | +202.5% |
| 5Y | +156.4% | -92.7% | +249.1% | +187.8% |
| All | +156.4% | -92.9% | +249.3% | +187.8% |
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