+122.4%
EEM vs SNAP
-77.9%
+200.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +2.0% | -5.0% | +7.0% | +2.5% |
| 30D | +5.1% | -0.7% | +5.8% | +5.0% |
| 3M | +4.6% | -5.0% | +9.6% | +4.6% |
| 6M | +17.8% | +3.5% | +14.3% | +16.5% |
| YTD | +25.8% | -34.2% | +60.0% | +29.4% |
| 1Y | +36.4% | -27.1% | +63.5% | +38.6% |
| 3Y | +90.0% | -43.5% | +133.4% | +90.5% |
| 5Y | +46.6% | -92.9% | +139.5% | +65.7% |
| All | +122.4% | -77.9% | +200.3% | +103.0% |
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