+17.9%
SNPS vs EWJ
+50.3%
-32.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.2% |
| 7D | -5.5% | +1.0% | -6.5% | -6.4% |
| 30D | -4.5% | +1.0% | -5.5% | -5.4% |
| 3M | -15.5% | +7.2% | -22.7% | -21.4% |
| 6M | -10.1% | +13.9% | -23.9% | -21.4% |
| YTD | -16.3% | +20.8% | -37.1% | -31.7% |
| 1Y | -34.9% | +26.4% | -61.3% | -49.5% |
| 3Y | -14.4% | +71.8% | -86.1% | -52.7% |
| 5Y | +17.9% | +49.9% | -32.0% | -23.3% |
| All | +17.9% | +50.3% | -32.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling