+40.3%
EWZ vs SNAP
-78.3%
+118.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | +0.1% | +2.6% | -2.5% | -0.2% |
| 30D | -25.9% | -19.6% | -6.3% | -24.6% |
| 3M | -6.1% | +0.4% | -6.5% | -6.5% |
| 6M | -16.1% | -5.9% | -10.2% | -16.3% |
| YTD | +1.0% | -35.3% | +36.3% | +3.4% |
| 1Y | 0.0% | -42.6% | +42.5% | +3.3% |
| 3Y | +16.8% | -53.9% | +70.7% | +18.6% |
| 5Y | +52.1% | -90.3% | +142.3% | +68.6% |
| All | +40.3% | -78.3% | +118.6% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling