+66.7%
SNXX vs EWT
+37.4%
+29.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.2% | -14.5% | -11.4% |
| 7D | -47.8% | -10.9% | -36.9% | -18.3% |
| 30D | -66.0% | -17.7% | -48.3% | -27.4% |
| 3M | -57.5% | -5.0% | -52.5% | -46.5% |
| 6M | -66.7% | +7.4% | -74.1% | -57.7% |
| All | +66.7% | +37.4% | +29.3% | +26.2% |
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