+3.5%
SNOW vs EWT
+144.9%
-141.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +1.6% |
| 7D | -7.5% | -1.1% | -6.4% | -6.8% |
| 30D | -1.3% | +4.8% | -6.1% | -5.3% |
| 3M | +37.4% | +11.1% | +26.3% | +21.4% |
| 6M | +88.1% | +54.6% | +33.4% | +14.2% |
| YTD | +50.3% | +71.4% | -21.1% | -18.7% |
| 1Y | +46.0% | +82.1% | -36.1% | -26.5% |
| 3Y | +98.7% | +193.2% | -94.5% | -50.7% |
| 5Y | +3.5% | +146.1% | -142.6% | -60.7% |
| All | +3.5% | +144.9% | -141.3% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling