+252.8%
EMR vs SNAP
-79.0%
+331.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.3% |
| 7D | +2.1% | -7.3% | +9.5% | +2.8% |
| 30D | +4.8% | -18.9% | +23.7% | +6.6% |
| 3M | +7.5% | -5.3% | +12.7% | +7.6% |
| 6M | +20.9% | -16.9% | +37.8% | +22.0% |
| YTD | +29.2% | -37.4% | +66.6% | +32.9% |
| 1Y | +33.0% | -38.5% | +71.5% | +37.0% |
| 3Y | +109.8% | -55.1% | +164.8% | +113.9% |
| 5Y | +91.9% | -90.8% | +182.7% | +110.0% |
| All | +252.8% | -79.0% | +331.7% | +200.5% |
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