+153.3%
EWY vs SNAP
-92.8%
+246.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +6.7% | -5.0% | +11.7% | +7.3% |
| 30D | +17.0% | -0.7% | +17.7% | +16.8% |
| 3M | +3.7% | -5.0% | +8.7% | +3.8% |
| 6M | +42.5% | +3.5% | +39.0% | +40.9% |
| YTD | +96.2% | -34.2% | +130.4% | +103.3% |
| 1Y | +160.4% | -27.1% | +187.4% | +166.2% |
| 3Y | +231.7% | -43.5% | +275.1% | +234.3% |
| 5Y | +153.3% | -92.9% | +246.1% | +183.1% |
| All | +153.3% | -92.8% | +246.1% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling