+2,440.9%
SNPS vs EWJ
+156.6%
+2,284.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -11.0% | +2.5% | -13.5% | -12.4% |
| 30D | -1.7% | +3.3% | -5.0% | -3.6% |
| 3M | -20.4% | +5.0% | -25.3% | -22.8% |
| 6M | -8.6% | +11.5% | -20.2% | -14.8% |
| YTD | -16.2% | +22.4% | -38.5% | -26.2% |
| 1Y | -34.6% | +30.2% | -64.8% | -44.6% |
| 3Y | -14.5% | +72.8% | -87.3% | -38.5% |
| 5Y | +17.0% | +54.1% | -37.1% | -9.3% |
| 10Y | +560.0% | +140.6% | +419.4% | +303.5% |
| All | +2,440.9% | +156.6% | +2,284.3% | +999.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling