+572.5%
SNPS vs EWZ
+94.8%
+477.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | -3.6% | +12.8% | -16.4% | -7.3% |
| 3M | -12.9% | +10.8% | -23.7% | -15.8% |
| 6M | -8.2% | +2.5% | -10.7% | -9.3% |
| YTD | -15.4% | +21.4% | -36.8% | -20.8% |
| 1Y | -9.3% | +32.8% | -42.1% | -17.7% |
| 3Y | -14.0% | +45.2% | -59.1% | -24.9% |
| 5Y | +19.5% | +63.0% | -43.5% | -1.7% |
| All | +572.5% | +94.8% | +477.7% | +393.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling