+2,333.0%
SNPS vs EWZ
+436.1%
+1,896.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | -11.0% | +6.5% | -17.5% | -12.7% |
| 30D | -1.7% | +4.8% | -6.6% | -3.2% |
| 3M | -20.4% | +9.9% | -30.2% | -22.6% |
| 6M | -8.6% | +1.9% | -10.6% | -9.5% |
| YTD | -16.2% | +20.3% | -36.5% | -20.9% |
| 1Y | -34.6% | +35.6% | -70.2% | -40.6% |
| 3Y | -14.5% | +43.4% | -57.9% | -24.2% |
| 5Y | +17.0% | +55.9% | -39.0% | -1.0% |
| 10Y | +560.0% | +84.2% | +475.9% | +394.8% |
| All | +2,333.0% | +436.1% | +1,896.9% | +994.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling