+143.8%
EWY vs SNAP
-23.8%
+167.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.1% | -5.1% |
| 7D | +1.2% | -3.2% | +4.4% | +1.9% |
| 30D | +9.3% | +0.2% | +9.1% | +8.7% |
| 3M | +2.4% | +2.6% | -0.2% | +1.1% |
| 6M | +40.3% | +12.4% | +27.9% | +34.3% |
| YTD | +88.0% | -31.6% | +119.6% | +97.4% |
| 1Y | +143.8% | -21.7% | +165.5% | +151.5% |
| All | +143.8% | -23.8% | +167.6% | +151.5% |
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