-78.5%
SNAP vs EME
+966.8%
-1,045.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +6.0% | +8.4% | -2.3% | +2.7% |
| 30D | -13.8% | -11.5% | -2.3% | -9.9% |
| 3M | -0.8% | -20.6% | +19.9% | +7.5% |
| 6M | -6.2% | -28.5% | +22.3% | +4.6% |
| YTD | -34.8% | +8.0% | -42.8% | -40.2% |
| 1Y | -38.7% | +6.8% | -45.5% | -43.6% |
| 3Y | -53.5% | +213.9% | -267.4% | -75.9% |
| 5Y | -90.2% | +414.8% | -505.0% | -96.1% |
| All | -78.5% | +966.8% | -1,045.3% | -94.0% |
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