+157.0%
EWY vs SNAP
-53.6%
+210.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +4.2% | +6.0% | -1.8% | +3.2% |
| 30D | -10.7% | -13.8% | +3.1% | -8.4% |
| 3M | -20.1% | -0.8% | -19.3% | -20.2% |
| 6M | -24.3% | -6.2% | -18.1% | -24.0% |
| YTD | +46.9% | -34.8% | +81.7% | +53.1% |
| 1Y | +55.2% | -38.7% | +93.9% | +63.0% |
| 3Y | +157.0% | -53.5% | +210.4% | +143.2% |
| All | +157.0% | -53.6% | +210.5% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling