+761.8%
EEM vs SNPS
+1,983.0%
-1,221.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +2.0% | +2.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | -6.2% | -8.0% | +1.8% | -3.3% |
| 3M | -5.2% | +12.5% | -17.6% | -10.8% |
| 6M | -8.1% | -10.5% | +2.3% | -6.0% |
| YTD | +14.0% | -1.6% | +15.6% | +11.1% |
| 1Y | +13.8% | +16.8% | -3.0% | +3.2% |
| 3Y | +73.7% | -10.9% | +84.7% | +55.3% |
| 5Y | +34.6% | +35.8% | -1.2% | -6.7% |
| 10Y | +123.6% | +675.0% | -551.4% | -40.9% |
| All | +761.8% | +1,983.0% | -1,221.3% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling