+2.1%
EWZ vs SNAP
-41.2%
+43.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.8% | +6.0% | -5.3% | +0.2% |
| 30D | -24.4% | -13.8% | -10.6% | -23.5% |
| 3M | -4.6% | -0.8% | -3.8% | -4.8% |
| 6M | -11.6% | -6.2% | -5.3% | -11.3% |
| YTD | +2.4% | -34.8% | +37.2% | +1.4% |
| 1Y | +2.1% | -38.7% | +40.8% | +1.8% |
| All | +2.1% | -41.2% | +43.2% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling