-14.6%
SNPS vs EWJ
+73.3%
-87.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -5.5% | +2.9% | -8.4% | -7.7% |
| 30D | -5.8% | +1.1% | -6.9% | -6.6% |
| 3M | -17.2% | +7.1% | -24.3% | -22.2% |
| 6M | -10.4% | +16.2% | -26.6% | -21.7% |
| YTD | -16.5% | +22.0% | -38.5% | -30.9% |
| 1Y | -35.6% | +26.2% | -61.8% | -48.5% |
| 3Y | -14.6% | +73.5% | -88.1% | -48.3% |
| All | -14.6% | +73.3% | -87.9% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling