+29.6%
SNOW vs EWZ
+86.0%
-56.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.2% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -1.0% | +12.8% | -13.8% | -5.7% |
| 3M | +36.9% | +10.8% | +26.1% | +30.9% |
| 6M | +83.4% | +2.5% | +80.8% | +79.2% |
| YTD | +50.0% | +21.4% | +28.6% | +35.9% |
| 1Y | +46.5% | +32.8% | +13.7% | +27.2% |
| 3Y | +93.3% | +45.2% | +48.1% | +60.1% |
| 5Y | +3.3% | +63.0% | -59.7% | -20.3% |
| All | +29.6% | +86.0% | -56.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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