+62.4%
EWY vs SNY
+2.7%
+59.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.7% | -6.6% | -0.7% |
| 7D | -8.3% | +12.4% | -20.7% | -5.6% |
| 30D | -20.5% | +20.1% | -40.7% | -17.1% |
| 3M | -11.1% | +11.2% | -22.3% | -8.1% |
| 6M | -7.0% | +9.5% | -16.5% | -4.5% |
| YTD | +56.5% | +3.4% | +53.1% | +62.7% |
| 1Y | +62.4% | +2.0% | +60.4% | +69.5% |
| All | +62.4% | +2.7% | +59.7% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling