+201.9%
EWY vs SN
+496.6%
-294.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.7% |
| 3M | +2.3% | +48.1% | -45.8% | -6.5% |
| 6M | +49.9% | +57.6% | -7.8% | +35.0% |
| YTD | +95.3% | +56.5% | +38.8% | +76.3% |
| 1Y | +161.7% | +52.6% | +109.2% | +136.5% |
| 3Y | +230.2% | +412.0% | -181.8% | +154.2% |
| All | +201.9% | +496.6% | -294.7% | +133.4% |
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