+572.1%
SNPS vs EWJ
+139.2%
+433.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.5% |
| 7D | -4.6% | -1.5% | -3.1% | -3.3% |
| 30D | -3.3% | +0.2% | -3.5% | -3.5% |
| 3M | -13.8% | +8.6% | -22.4% | -20.7% |
| 6M | -8.2% | +12.1% | -20.3% | -18.4% |
| YTD | -15.4% | +20.1% | -35.5% | -30.2% |
| 1Y | +2.4% | +25.2% | -22.8% | -18.8% |
| 3Y | -13.5% | +70.8% | -84.3% | -50.0% |
| 5Y | +19.5% | +49.2% | -29.7% | -21.4% |
| All | +572.1% | +139.2% | +433.0% | +189.5% |
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