+62.4%
EWY vs SN
+156.5%
-94.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.4% |
| 7D | -8.3% | +10.6% | -18.9% | -11.8% |
| 30D | -20.5% | +20.0% | -40.6% | -26.2% |
| 3M | -11.1% | +30.4% | -41.5% | -21.0% |
| 6M | -7.0% | +91.0% | -98.0% | -32.1% |
| YTD | +56.5% | +95.9% | -39.5% | +12.1% |
| 1Y | +62.4% | +158.9% | -96.5% | +13.1% |
| All | +62.4% | +156.5% | -94.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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