+164.3%
EWY vs SNAP
-24.3%
+188.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.0% | +8.6% | +5.6% |
| 7D | +4.8% | +0.7% | +4.1% | +4.5% |
| 30D | +11.7% | +2.6% | +9.0% | +10.4% |
| 3M | -7.4% | -9.9% | +2.5% | -5.0% |
| 6M | +40.6% | +1.9% | +38.7% | +37.2% |
| YTD | +94.3% | -32.2% | +126.5% | +103.8% |
| 1Y | +164.3% | -22.8% | +187.1% | +175.3% |
| All | +164.3% | -24.3% | +188.6% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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