-26.1%
SNOW vs EWT
+118.2%
-144.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | +5.5% | +9.1% | -3.6% | -2.0% |
| 30D | -13.2% | -12.2% | -0.9% | -3.7% |
| 3M | -13.7% | -9.4% | -4.3% | -7.3% |
| 6M | +91.0% | +2.7% | +88.3% | +75.5% |
| YTD | +32.7% | +53.3% | -20.6% | -21.9% |
| 1Y | +13.3% | +59.2% | -45.9% | -36.2% |
| 3Y | +83.4% | +157.1% | -73.7% | -49.4% |
| All | -26.1% | +118.2% | -144.3% | -69.4% |
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