+55.2%
EWY vs SNAP
-41.2%
+96.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +4.2% | +6.0% | -1.8% | +2.6% |
| 30D | -10.7% | -13.8% | +3.1% | -7.2% |
| 3M | -20.1% | -0.8% | -19.3% | -20.3% |
| 6M | -24.3% | -6.2% | -18.1% | -23.0% |
| YTD | +46.9% | -34.8% | +81.7% | +57.1% |
| 1Y | +55.2% | -38.7% | +93.9% | +72.9% |
| All | +55.2% | -41.2% | +96.4% | +72.9% |
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