+41.2%
EWZ vs SNAP
-79.3%
+120.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.2% | +0.9% |
| 7D | -1.5% | -7.1% | +5.6% | -1.0% |
| 30D | -24.5% | -14.6% | -9.9% | -23.6% |
| 3M | -10.7% | -5.0% | -5.7% | -10.6% |
| 6M | -19.1% | -18.8% | -0.3% | -18.2% |
| YTD | +1.6% | -38.5% | +40.2% | +4.5% |
| 1Y | +4.3% | -38.1% | +42.4% | +7.1% |
| 3Y | +19.0% | -53.8% | +72.7% | +20.7% |
| 5Y | +57.7% | -90.7% | +148.3% | +75.4% |
| All | +41.2% | -79.3% | +120.5% | +24.8% |
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