+3.5%
SNOW vs EWJ
+47.6%
-44.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.1% |
| 7D | -7.5% | -1.5% | -6.0% | -6.0% |
| 30D | -1.3% | +0.2% | -1.5% | -1.3% |
| 3M | +37.4% | +8.6% | +28.8% | +24.6% |
| 6M | +88.1% | +12.1% | +75.9% | +62.3% |
| YTD | +50.3% | +20.1% | +30.2% | +18.3% |
| 1Y | +46.0% | +25.2% | +20.8% | +8.1% |
| 3Y | +98.7% | +70.8% | +27.9% | -12.2% |
| 5Y | +3.5% | +49.2% | -45.7% | -44.7% |
| All | +3.5% | +47.6% | -44.1% | -44.7% |
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 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