-55.1%
SNAP vs EME
+214.6%
-269.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.3% | -5.5% | -0.3% |
| 7D | -7.3% | -4.4% | -3.0% | -6.4% |
| 30D | -18.9% | -17.3% | -1.7% | -14.7% |
| 3M | -5.3% | -20.0% | +14.8% | +0.2% |
| 6M | -16.9% | -29.1% | +12.1% | -8.8% |
| YTD | -37.4% | +6.9% | -44.4% | -42.0% |
| 1Y | -38.5% | +0.8% | -39.3% | -41.7% |
| 3Y | -55.1% | +214.4% | -269.5% | -75.9% |
| All | -55.1% | +214.6% | -269.6% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling