+226.4%
EWY vs SNOW
+99.4%
+127.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +6.7% | +8.4% | -1.7% | +5.2% |
| 30D | +17.0% | -1.0% | +17.9% | +16.8% |
| 3M | +3.7% | +38.3% | -34.7% | -1.3% |
| 6M | +42.5% | +81.3% | -38.8% | +29.8% |
| YTD | +96.2% | +51.1% | +45.1% | +82.9% |
| 1Y | +160.4% | +47.0% | +113.4% | +143.5% |
| All | +226.4% | +99.4% | +127.1% | +186.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling