-92.7%
SNAP vs EWJ
+51.7%
-144.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +1.5% | +2.9% | -1.4% | -2.1% |
| 30D | +1.9% | +1.1% | +0.8% | +0.3% |
| 3M | -3.9% | +7.1% | -11.0% | -13.1% |
| 6M | +5.2% | +16.2% | -11.0% | -14.7% |
| YTD | -32.7% | +22.0% | -54.7% | -49.8% |
| 1Y | -24.8% | +26.2% | -51.0% | -46.7% |
| 3Y | -42.2% | +73.5% | -115.6% | -75.6% |
| 5Y | -92.7% | +52.7% | -145.4% | -96.0% |
| All | -92.7% | +51.7% | -144.4% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling