+53.8%
EWY vs SNXX
+350.9%
-297.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.1% | +10.3% | +4.7% |
| 7D | -0.1% | -12.0% | +12.0% | +2.5% |
| 30D | +7.3% | +37.9% | -30.6% | -2.0% |
| 3M | -5.1% | -52.7% | +47.5% | -3.3% |
| 6M | +42.1% | +194.8% | -152.7% | -1.2% |
| All | +53.8% | +350.9% | -297.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 SNXX 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