+218.9%
EWY vs SNOW
+36.9%
+182.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +8.0% | +4.9% | +3.1% | +7.0% |
| 30D | +14.3% | +1.5% | +12.8% | +13.8% |
| 3M | +2.3% | +39.5% | -37.2% | -2.9% |
| 6M | +49.9% | +85.9% | -36.0% | +34.9% |
| YTD | +95.3% | +52.9% | +42.4% | +80.2% |
| 1Y | +161.7% | +48.1% | +113.6% | +142.1% |
| 3Y | +230.2% | +102.2% | +128.0% | +182.2% |
| 5Y | +148.1% | +5.5% | +142.7% | +115.8% |
| All | +218.9% | +36.9% | +182.0% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling