+1,118.5%
EWY vs SNY
+241.9%
+876.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -3.3% | +3.2% | +1.5% |
| 30D | +7.3% | -2.2% | +9.5% | +8.3% |
| 3M | -5.1% | -3.0% | -2.1% | -4.7% |
| 6M | +42.1% | +2.7% | +39.3% | +38.0% |
| YTD | +94.1% | -6.8% | +101.0% | +97.5% |
| 1Y | +147.8% | -5.3% | +153.1% | +149.1% |
| 3Y | +222.9% | -9.8% | +232.7% | +218.0% |
| 5Y | +150.6% | +9.7% | +140.9% | +115.2% |
| 10Y | +304.4% | +64.5% | +239.9% | +165.1% |
| All | +1,118.5% | +241.9% | +876.5% | +384.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling