-77.7%
SNAP vs EMB
+31.9%
-109.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.8% |
| 30D | +2.6% | -0.3% | +2.9% | +3.3% |
| 3M | -9.9% | -0.4% | -9.5% | -8.8% |
| 6M | +1.9% | +0.1% | +1.7% | +2.7% |
| YTD | -32.2% | +1.6% | -33.8% | -33.4% |
| 1Y | -22.8% | +5.6% | -28.5% | -29.0% |
| 3Y | -47.6% | +29.8% | -77.4% | -65.2% |
| 5Y | -92.7% | +7.3% | -100.0% | -93.4% |
| All | -77.7% | +31.9% | -109.6% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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