-77.7%
SNAP vs EWJ
+130.0%
-207.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.5% |
| 7D | +0.7% | +2.5% | -1.8% | -2.2% |
| 30D | +2.6% | +3.3% | -0.7% | -1.4% |
| 3M | -9.9% | +5.0% | -14.9% | -15.7% |
| 6M | +1.9% | +11.5% | -9.7% | -11.5% |
| YTD | -32.2% | +22.4% | -54.6% | -48.0% |
| 1Y | -22.8% | +30.2% | -53.1% | -45.3% |
| 3Y | -47.6% | +72.8% | -120.4% | -74.2% |
| 5Y | -92.7% | +54.1% | -146.8% | -95.8% |
| All | -77.7% | +130.0% | -207.6% | -91.7% |
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