+96.7%
EEM vs SNAP
-79.2%
+175.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -0.9% | -10.6% | +9.7% | +0.2% |
| 30D | -9.3% | -19.7% | +10.4% | -7.5% |
| 3M | -7.1% | -6.5% | -0.5% | -6.8% |
| 6M | -10.4% | -17.8% | +7.4% | -9.4% |
| YTD | +11.3% | -38.0% | +49.3% | +14.9% |
| 1Y | +11.3% | -42.5% | +53.7% | +15.6% |
| 3Y | +69.6% | -55.8% | +125.5% | +73.9% |
| 5Y | +33.6% | -90.5% | +124.2% | +47.6% |
| All | +96.7% | -79.2% | +175.9% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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