+55.0%
EWZ vs SNAP
-92.8%
+147.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +4.8% | +2.6% | +2.2% | +4.6% |
| 3M | +9.9% | -9.9% | +19.8% | +10.2% |
| 6M | +1.9% | +1.9% | +0.1% | +1.2% |
| YTD | +20.3% | -32.2% | +52.5% | +22.0% |
| 1Y | +35.6% | -22.8% | +58.5% | +36.3% |
| 3Y | +43.4% | -47.6% | +91.0% | +43.9% |
| All | +55.0% | -92.8% | +147.8% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling