+230.2%
EWY vs SN
+430.5%
-200.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.3% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +14.3% | -5.6% | +19.9% | +15.9% |
| 3M | +2.3% | +48.1% | -45.8% | -7.7% |
| 6M | +49.9% | +57.6% | -7.8% | +33.1% |
| YTD | +95.3% | +56.5% | +38.8% | +73.8% |
| 1Y | +161.7% | +52.6% | +109.2% | +133.3% |
| 3Y | +230.2% | +412.0% | -181.8% | +133.7% |
| All | +230.2% | +430.5% | -200.3% | +133.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling