+247.4%
EMR vs SNAP
-78.3%
+325.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.1% |
| 7D | +2.7% | +2.6% | +0.1% | +2.4% |
| 30D | +2.1% | -19.6% | +21.7% | +4.0% |
| 3M | +2.3% | +0.4% | +1.9% | +1.8% |
| 6M | +22.5% | -5.9% | +28.4% | +22.2% |
| YTD | +27.2% | -35.3% | +62.5% | +30.5% |
| 1Y | +28.0% | -42.6% | +70.6% | +32.6% |
| 3Y | +103.4% | -53.9% | +157.3% | +106.9% |
| 5Y | +88.2% | -90.3% | +178.4% | +104.8% |
| All | +247.4% | -78.3% | +325.6% | +194.9% |
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