+121.3%
EWY vs SN
+671.7%
-550.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.8% |
| 7D | -10.2% | +7.6% | -17.8% | -11.6% |
| 30D | -21.5% | +22.4% | -43.9% | -24.9% |
| 3M | -14.7% | +21.7% | -36.3% | -18.4% |
| 6M | -26.8% | +102.8% | -129.7% | -37.6% |
| YTD | +43.2% | +102.4% | -59.3% | +22.0% |
| 1Y | +48.7% | +139.0% | -90.2% | +23.4% |
| 3Y | +147.9% | +440.4% | -292.4% | +82.5% |
| All | +121.3% | +671.7% | -550.4% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling