-78.2%
SNAP vs EME
+978.7%
-1,056.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.5% |
| 7D | -9.8% | +4.3% | -14.1% | -11.1% |
| 30D | -18.2% | -14.4% | -3.8% | -13.4% |
| 3M | -3.1% | -18.3% | +15.2% | +3.7% |
| 6M | -7.1% | -28.3% | +21.2% | +3.6% |
| YTD | -33.8% | +9.2% | -43.0% | -39.6% |
| 1Y | -39.0% | +4.3% | -43.3% | -43.2% |
| 3Y | -52.8% | +218.6% | -271.5% | -75.8% |
| 5Y | -90.0% | +421.0% | -511.0% | -96.0% |
| All | -78.2% | +978.7% | -1,056.9% | -93.9% |
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