+32.8%
SNOW vs EWT
+267.4%
-234.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -7.0% |
| 7D | +2.8% | +4.0% | -1.2% | -0.6% |
| 30D | +6.4% | +10.3% | -3.9% | -2.2% |
| 3M | +38.1% | +6.1% | +32.0% | +27.3% |
| 6M | +100.4% | +56.6% | +43.8% | +21.4% |
| YTD | +53.7% | +76.6% | -22.9% | -18.1% |
| 1Y | +52.0% | +97.9% | -45.9% | -28.8% |
| 3Y | +114.7% | +198.0% | -83.3% | -42.8% |
| 5Y | +8.8% | +151.8% | -143.0% | -62.4% |
| All | +32.8% | +267.4% | -234.7% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling