+289.7%
EWY vs SNAP
-77.4%
+367.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +8.0% | +1.5% | +6.5% | +7.8% |
| 30D | +14.3% | +1.9% | +12.5% | +13.9% |
| 3M | +2.3% | -3.9% | +6.2% | +2.3% |
| 6M | +49.9% | +5.2% | +44.6% | +48.1% |
| YTD | +95.3% | -32.7% | +128.1% | +101.5% |
| 1Y | +161.7% | -24.8% | +186.5% | +166.4% |
| 3Y | +230.2% | -42.2% | +272.3% | +232.4% |
| 5Y | +148.1% | -92.7% | +240.8% | +180.0% |
| All | +289.7% | -77.4% | +367.1% | +260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling