-78.3%
SNAP vs EME
+1,119.7%
-1,198.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.2% |
| 7D | -5.0% | +2.7% | -7.7% | -6.1% |
| 30D | -0.7% | -6.8% | +6.1% | +1.4% |
| 3M | -5.0% | -8.8% | +3.8% | -3.5% |
| 6M | +3.5% | +5.0% | -1.5% | -1.5% |
| YTD | -34.2% | +23.5% | -57.7% | -42.4% |
| 1Y | -27.1% | +21.3% | -48.4% | -36.8% |
| 3Y | -43.5% | +241.1% | -284.5% | -71.5% |
| 5Y | -92.9% | +549.2% | -642.0% | -97.4% |
| All | -78.3% | +1,119.7% | -1,198.0% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling