+29.6%
SNOW vs EWJ
+89.0%
-59.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -2.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.8% |
| 30D | -1.0% | +0.8% | -1.8% | -1.7% |
| 3M | +36.9% | +7.5% | +29.4% | +26.1% |
| 6M | +83.4% | +15.6% | +67.8% | +54.3% |
| YTD | +50.0% | +22.7% | +27.2% | +16.9% |
| 1Y | +46.5% | +26.4% | +20.1% | +9.5% |
| 3Y | +93.3% | +72.5% | +20.8% | -7.9% |
| 5Y | +3.3% | +52.4% | -49.2% | -46.2% |
| All | +29.6% | +89.0% | -59.5% | -40.5% |
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