+1,224.4%
EWT vs SNY
+241.9%
+982.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -1.1% | -3.3% | +2.2% | +0.2% |
| 30D | +4.5% | -2.2% | +6.6% | +5.3% |
| 3M | +8.3% | -3.0% | +11.3% | +8.9% |
| 6M | +54.2% | +2.7% | +51.5% | +51.1% |
| YTD | +74.6% | -6.8% | +81.4% | +77.6% |
| 1Y | +84.9% | -5.3% | +90.2% | +86.1% |
| 3Y | +197.5% | -9.8% | +207.3% | +195.1% |
| 5Y | +150.6% | +9.7% | +140.9% | +121.8% |
| 10Y | +516.1% | +64.5% | +451.6% | +332.6% |
| All | +1,224.4% | +241.9% | +982.4% | +480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling