+1,236.8%
EWY vs SNPS
+1,919.7%
-682.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.4% | +10.0% | +6.6% |
| 7D | +4.8% | -11.0% | +15.8% | +9.2% |
| 30D | +11.7% | -1.7% | +13.4% | +11.8% |
| 3M | -7.4% | -20.4% | +12.9% | +0.1% |
| 6M | +40.6% | -8.6% | +49.2% | +44.1% |
| YTD | +94.3% | -16.2% | +110.4% | +104.3% |
| 1Y | +164.3% | -34.6% | +198.9% | +188.2% |
| 3Y | +221.0% | -14.5% | +235.4% | +202.8% |
| 5Y | +139.1% | +17.0% | +122.1% | +92.6% |
| 10Y | +298.8% | +560.0% | -261.2% | +57.1% |
| All | +1,236.8% | +1,919.7% | -682.9% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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