+15.6%
SNPS vs EWT
+56.8%
-41.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +1.1% | +9.1% | -8.1% | -4.2% |
| 30D | -5.2% | -12.2% | +7.1% | +2.2% |
| 3M | +10.6% | -9.4% | +20.0% | +16.6% |
| 6M | -10.6% | +2.7% | -13.3% | -14.6% |
| YTD | -3.1% | +53.3% | -56.4% | -32.3% |
| 1Y | +15.6% | +59.2% | -43.6% | -21.6% |
| All | +15.6% | +56.8% | -41.2% | -21.6% |
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 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