+67.2%
EWZ vs SNAP
-77.2%
+144.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | +6.5% | +0.7% | +5.8% | +6.4% |
| 30D | +4.8% | +2.6% | +2.2% | +4.5% |
| 3M | +9.9% | -9.9% | +19.8% | +10.4% |
| 6M | +1.9% | +1.9% | +0.1% | +0.9% |
| YTD | +20.3% | -32.2% | +52.5% | +23.0% |
| 1Y | +35.6% | -22.8% | +58.5% | +36.8% |
| 3Y | +43.4% | -47.6% | +91.0% | +44.1% |
| 5Y | +55.9% | -92.7% | +148.7% | +78.5% |
| All | +67.2% | -77.2% | +144.4% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling