+142.7%
EWY vs SNOW
+2.5%
+140.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +1.2% | -7.5% | +8.7% | +2.4% |
| 30D | +9.3% | -1.3% | +10.6% | +9.2% |
| 3M | +2.4% | +37.4% | -35.0% | -2.9% |
| 6M | +40.3% | +88.1% | -47.8% | +25.2% |
| YTD | +88.0% | +50.3% | +37.7% | +73.1% |
| 1Y | +143.8% | +46.0% | +97.8% | +125.0% |
| 3Y | +217.8% | +98.7% | +119.1% | +169.1% |
| 5Y | +142.7% | +3.5% | +139.2% | +99.3% |
| All | +142.7% | +2.5% | +140.2% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling