+29.6%
SNOW vs EWT
+263.3%
-233.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.8% |
| 7D | -2.4% | -1.1% | -1.3% | -1.6% |
| 30D | -1.0% | +4.5% | -5.4% | -4.8% |
| 3M | +36.9% | +8.3% | +28.6% | +24.2% |
| 6M | +83.4% | +54.2% | +29.1% | +12.7% |
| YTD | +50.0% | +74.6% | -24.6% | -19.4% |
| 1Y | +46.5% | +84.9% | -38.4% | -26.3% |
| 3Y | +93.3% | +197.5% | -104.2% | -48.7% |
| 5Y | +3.3% | +150.6% | -147.3% | -64.2% |
| All | +29.6% | +263.3% | -233.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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