-79.6%
SNAP vs EWJ
+111.5%
-191.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.4% |
| 7D | -10.6% | -2.4% | -8.2% | -7.4% |
| 30D | -19.7% | -7.6% | -12.1% | -11.2% |
| 3M | -6.5% | -5.9% | -0.6% | +0.8% |
| 6M | -17.8% | -1.5% | -16.3% | -16.8% |
| YTD | -38.0% | +12.6% | -50.6% | -47.2% |
| 1Y | -42.5% | +12.7% | -55.1% | -51.1% |
| 3Y | -55.8% | +63.1% | -118.9% | -76.6% |
| 5Y | -90.5% | +48.2% | -138.8% | -94.3% |
| All | -79.6% | +111.5% | -191.1% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling