+97.9%
EEM vs SNAP
-78.1%
+175.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | +2.7% | +6.0% | -3.4% | +2.1% |
| 30D | -5.4% | -13.8% | +8.4% | -4.2% |
| 3M | -8.6% | -0.8% | -7.9% | -8.9% |
| 6M | -8.9% | -6.2% | -2.6% | -9.0% |
| YTD | +11.9% | -34.8% | +46.7% | +15.0% |
| 1Y | +13.1% | -38.7% | +51.8% | +16.8% |
| 3Y | +70.7% | -53.5% | +124.1% | +74.0% |
| 5Y | +31.8% | -90.2% | +122.0% | +45.1% |
| All | +97.9% | -78.1% | +175.9% | +80.4% |
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