+2,103.4%
SNPS vs EWT
+485.8%
+1,617.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | -0.6% | -3.7% | +3.0% | +0.9% |
| 30D | -9.8% | -17.2% | +7.4% | -1.4% |
| 3M | +11.7% | -7.3% | +19.1% | +15.6% |
| 6M | -10.9% | -1.5% | -9.5% | -11.2% |
| YTD | -2.1% | +49.0% | -51.1% | -19.9% |
| 1Y | +14.8% | +50.6% | -35.8% | -6.6% |
| 3Y | -11.3% | +148.9% | -160.2% | -42.7% |
| 5Y | +36.2% | +116.1% | -79.9% | -5.4% |
| 10Y | +684.5% | +427.8% | +256.7% | +280.3% |
| All | +2,103.4% | +485.8% | +1,617.5% | +556.1% |
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