-34.6%
SNPS vs EWT
+99.0%
-133.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.5% |
| 7D | -11.0% | +4.0% | -15.0% | -13.2% |
| 30D | -1.7% | +10.3% | -12.0% | -7.5% |
| 3M | -20.4% | +6.1% | -26.4% | -23.8% |
| 6M | -8.6% | +56.6% | -65.2% | -34.7% |
| YTD | -16.2% | +76.6% | -92.7% | -45.0% |
| 1Y | -34.6% | +97.9% | -132.4% | -45.0% |
| All | -34.6% | +99.0% | -133.5% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling