+46.6%
EEM vs SNPS
+16.9%
+29.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +2.0% | -5.5% | +7.4% | +3.1% |
| 30D | +5.1% | -4.5% | +9.6% | +5.7% |
| 3M | +4.6% | -15.5% | +20.1% | +7.7% |
| 6M | +17.8% | -10.1% | +27.8% | +19.5% |
| YTD | +25.8% | -16.3% | +42.1% | +29.0% |
| 1Y | +36.4% | -34.9% | +71.3% | +43.3% |
| 3Y | +90.0% | -14.4% | +104.4% | +78.3% |
| 5Y | +46.6% | +17.9% | +28.7% | +20.6% |
| All | +46.6% | +16.9% | +29.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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