+32.1%
SNOW vs EWJ
+87.9%
-55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +4.9% | +2.9% | +2.0% | +2.1% |
| 30D | +1.5% | +1.1% | +0.4% | +0.5% |
| 3M | +39.5% | +7.1% | +32.4% | +29.0% |
| 6M | +85.9% | +16.2% | +69.7% | +55.3% |
| YTD | +52.9% | +22.0% | +31.0% | +20.0% |
| 1Y | +48.1% | +26.2% | +21.9% | +10.8% |
| 3Y | +102.2% | +73.5% | +28.7% | -4.7% |
| 5Y | +5.5% | +52.7% | -47.2% | -45.0% |
| All | +32.1% | +87.9% | -55.7% | -38.9% |
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