+93.8%
SNOW vs EEM
+83.8%
+9.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | +0.9% |
| 7D | -7.5% | -0.7% | -6.8% | -7.2% |
| 30D | -1.3% | +2.4% | -3.7% | -2.9% |
| 3M | +37.4% | +4.2% | +33.3% | +31.5% |
| 6M | +88.1% | +14.8% | +73.3% | +62.3% |
| YTD | +50.3% | +23.1% | +27.2% | +20.4% |
| 1Y | +46.0% | +32.5% | +13.4% | +8.5% |
| All | +93.8% | +83.8% | +9.9% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling