-22.8%
SNAP vs EME
+19.7%
-42.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.5% |
| 30D | +2.6% | -8.3% | +10.9% | +3.7% |
| 3M | -9.9% | -10.7% | +0.9% | -7.9% |
| 6M | +1.9% | +1.9% | 0.0% | +0.4% |
| YTD | -32.2% | +23.5% | -55.7% | -35.9% |
| 1Y | -22.8% | +18.0% | -40.8% | -27.7% |
| All | -22.8% | +19.7% | -42.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling