+164.3%
EWY vs SNOW
+51.4%
+112.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +5.2% |
| 7D | +4.8% | +2.8% | +2.0% | +4.2% |
| 30D | +11.7% | +6.4% | +5.2% | +10.5% |
| 3M | -7.4% | +38.1% | -45.5% | -11.1% |
| 6M | +40.6% | +100.4% | -59.8% | +30.1% |
| YTD | +94.3% | +53.7% | +40.6% | +88.7% |
| 1Y | +164.3% | +52.0% | +112.3% | +168.2% |
| All | +164.3% | +51.4% | +112.9% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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