+237.9%
EMR vs SNAP
-79.3%
+317.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | -1.6% | -7.1% | +5.5% | -0.9% |
| 30D | +2.0% | -14.6% | +16.6% | +3.3% |
| 3M | +3.8% | -5.0% | +8.8% | +3.9% |
| 6M | +10.5% | -18.8% | +29.3% | +11.8% |
| YTD | +23.7% | -38.5% | +62.2% | +27.5% |
| 1Y | +25.4% | -38.1% | +63.5% | +29.1% |
| 3Y | +86.6% | -53.8% | +140.3% | +89.8% |
| 5Y | +83.0% | -90.7% | +173.7% | +100.0% |
| All | +237.9% | -79.3% | +317.2% | +188.2% |
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