-14.6%
SNPS vs EWZ
+50.2%
-64.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -1.2% |
| 7D | -5.5% | +5.6% | -11.1% | -7.3% |
| 30D | -5.8% | +9.3% | -15.0% | -8.7% |
| 3M | -17.2% | +15.7% | -32.9% | -21.6% |
| 6M | -10.4% | +7.4% | -17.8% | -13.1% |
| YTD | -16.5% | +22.7% | -39.2% | -23.0% |
| 1Y | -35.6% | +36.4% | -72.0% | -43.5% |
| 3Y | -14.6% | +50.4% | -65.0% | -31.4% |
| All | -14.6% | +50.2% | -64.9% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling