+160.4%
EWY vs SN
+47.1%
+113.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +1.8% |
| 7D | +6.7% | -3.4% | +10.1% | +8.1% |
| 30D | +17.0% | -9.1% | +26.0% | +21.2% |
| 3M | +3.7% | +31.8% | -28.1% | -9.0% |
| 6M | +42.5% | +52.0% | -9.5% | +16.2% |
| YTD | +96.2% | +51.3% | +44.9% | +61.7% |
| 1Y | +160.4% | +46.9% | +113.5% | +116.6% |
| All | +160.4% | +47.1% | +113.2% | +116.6% |
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