+15.9%
SNPS vs EWT
+60.0%
-44.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -2.9% |
| 7D | -0.2% | +3.2% | -3.4% | -2.5% |
| 30D | -8.0% | -12.3% | +4.3% | -0.7% |
| 3M | +12.5% | -3.6% | +16.1% | +14.4% |
| 6M | -10.5% | +3.1% | -13.6% | -14.3% |
| YTD | -1.6% | +57.7% | -59.3% | -32.2% |
| All | +15.9% | +60.0% | -44.1% | -20.9% |
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