+2,113.7%
SNPS vs EWT
+519.9%
+1,593.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -2.3% |
| 7D | -0.2% | +3.2% | -3.4% | -2.1% |
| 30D | -8.0% | -12.3% | +4.3% | -2.3% |
| 3M | +12.5% | -3.6% | +16.1% | +14.0% |
| 6M | -10.5% | +3.1% | -13.6% | -12.8% |
| YTD | -1.6% | +57.7% | -59.3% | -21.8% |
| 1Y | +16.8% | +60.3% | -43.4% | -7.9% |
| 3Y | -10.9% | +163.4% | -174.3% | -44.1% |
| 5Y | +35.8% | +127.4% | -91.7% | -8.1% |
| 10Y | +675.0% | +462.7% | +212.3% | +264.2% |
| All | +2,113.7% | +519.9% | +1,593.8% | +540.7% |
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