+218.0%
EMR vs SNAP
-77.2%
+295.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.8% | +2.1% |
| 7D | -1.5% | +0.7% | -2.3% | -1.6% |
| 30D | -5.6% | +2.6% | -8.2% | -6.0% |
| 3M | +7.9% | -9.9% | +17.8% | +8.4% |
| 6M | +6.0% | +1.9% | +4.2% | +4.9% |
| YTD | +16.4% | -32.2% | +48.7% | +19.2% |
| 1Y | +16.6% | -22.8% | +39.5% | +17.8% |
| 3Y | +62.9% | -47.6% | +110.5% | +63.9% |
| 5Y | +60.1% | -92.7% | +152.8% | +78.5% |
| All | +218.0% | -77.2% | +295.2% | +169.5% |
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 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