+29.8%
SNOW vs EEM
+69.0%
-39.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +1.9% |
| 7D | -7.5% | -0.7% | -6.8% | -7.0% |
| 30D | -1.3% | +2.4% | -3.7% | -4.2% |
| 3M | +37.4% | +4.2% | +33.3% | +27.6% |
| 6M | +88.1% | +14.8% | +73.3% | +49.2% |
| YTD | +50.3% | +23.1% | +27.2% | +7.5% |
| 1Y | +46.0% | +32.5% | +13.4% | -5.9% |
| 3Y | +98.7% | +85.9% | +12.8% | -23.8% |
| 5Y | +3.5% | +43.6% | -40.1% | -39.7% |
| All | +29.8% | +69.0% | -39.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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