+32.1%
SNOW vs EWZ
+88.0%
-55.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.3% |
| 7D | +4.9% | +5.6% | -0.7% | +2.6% |
| 30D | +1.5% | +9.3% | -7.7% | -2.1% |
| 3M | +39.5% | +15.7% | +23.8% | +31.2% |
| 6M | +85.9% | +7.4% | +78.5% | +78.0% |
| YTD | +52.9% | +22.7% | +30.3% | +38.0% |
| 1Y | +48.1% | +36.4% | +11.7% | +27.2% |
| 3Y | +102.2% | +50.4% | +51.8% | +65.0% |
| 5Y | +5.5% | +67.6% | -62.2% | -19.4% |
| All | +32.1% | +88.0% | -55.9% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling