+56.6%
EWZ vs SNAP
-90.2%
+146.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.0% | +12.5% | -0.7% |
| 7D | -4.2% | -10.4% | +6.2% | -3.6% |
| 30D | -26.1% | -11.9% | -14.2% | -25.7% |
| 3M | -12.0% | -4.5% | -7.5% | -12.0% |
| 6M | -19.3% | -16.7% | -2.6% | -18.8% |
| YTD | +0.9% | -36.9% | +37.8% | +2.6% |
| 1Y | +3.4% | -30.3% | +33.7% | +4.4% |
| 3Y | +18.6% | -52.5% | +71.1% | +19.6% |
| 5Y | +56.6% | -90.4% | +147.0% | +82.9% |
| All | +56.6% | -90.2% | +146.8% | +82.9% |
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