-78.2%
SNAP vs EWJ
+115.6%
-193.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +4.5% |
| 7D | -9.8% | -1.9% | -7.9% | -7.2% |
| 30D | -18.2% | -5.3% | -12.9% | -12.0% |
| 3M | -3.1% | -4.3% | +1.2% | +2.6% |
| 6M | -7.1% | +0.4% | -7.5% | -8.0% |
| YTD | -33.8% | +14.7% | -48.5% | -44.8% |
| 1Y | -39.0% | +14.7% | -53.8% | -49.3% |
| 3Y | -52.8% | +66.2% | -119.0% | -75.5% |
| 5Y | -90.0% | +50.2% | -140.2% | -94.0% |
| All | -78.2% | +115.6% | -193.8% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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