+34.1%
EEM vs SNAP
-90.9%
+125.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.7% |
| 7D | -0.1% | -7.3% | +7.2% | +0.6% |
| 30D | -8.6% | -18.9% | +10.3% | -6.9% |
| 3M | -7.0% | -5.3% | -1.8% | -6.9% |
| 6M | -9.7% | -16.9% | +7.2% | -8.7% |
| YTD | +12.1% | -37.4% | +49.6% | +15.5% |
| 1Y | +14.1% | -38.5% | +52.6% | +17.6% |
| 3Y | +72.1% | -55.1% | +127.2% | +75.8% |
| 5Y | +34.1% | -90.8% | +124.9% | +58.1% |
| All | +34.1% | -90.9% | +125.0% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling