+123.1%
EEM vs SNAP
-77.2%
+200.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.9% | +2.2% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | +4.5% | +2.6% | +1.9% | +4.1% |
| 3M | -0.1% | -9.9% | +9.8% | +0.5% |
| 6M | +16.9% | +1.9% | +15.1% | +15.8% |
| YTD | +26.2% | -32.2% | +58.4% | +29.5% |
| 1Y | +40.5% | -22.8% | +63.4% | +42.0% |
| 3Y | +86.2% | -47.6% | +133.8% | +87.9% |
| 5Y | +45.5% | -92.7% | +138.2% | +64.1% |
| All | +123.1% | -77.2% | +200.3% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling