-92.7%
SNAP vs EME
+565.5%
-658.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.8% |
| 7D | +1.5% | +5.2% | -3.7% | -0.7% |
| 30D | +1.9% | -5.4% | +7.2% | +3.6% |
| 3M | -3.9% | -6.1% | +2.2% | -3.3% |
| 6M | +5.2% | +9.7% | -4.4% | -2.4% |
| YTD | -32.7% | +26.6% | -59.3% | -42.9% |
| 1Y | -24.8% | +24.6% | -49.4% | -37.4% |
| 3Y | -42.2% | +249.6% | -291.8% | -77.9% |
| 5Y | -92.7% | +556.6% | -649.2% | -98.5% |
| All | -92.7% | +565.5% | -658.2% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling