+17.9%
SNPS vs EWT
+152.9%
-135.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.1% |
| 7D | -5.5% | +2.1% | -7.6% | -7.2% |
| 30D | -4.5% | +9.4% | -13.9% | -11.5% |
| 3M | -15.5% | +10.9% | -26.4% | -24.0% |
| 6M | -10.1% | +57.9% | -68.0% | -41.9% |
| YTD | -16.3% | +75.9% | -92.2% | -51.3% |
| 1Y | -34.9% | +89.7% | -124.6% | -65.0% |
| 3Y | -14.4% | +200.9% | -215.2% | -71.3% |
| 5Y | +17.9% | +154.5% | -136.6% | -51.3% |
| All | +17.9% | +152.9% | -135.0% | -51.3% |
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