+32.1%
SNOW vs EEM
+73.6%
-41.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +4.9% | +3.1% | +1.8% | +1.3% |
| 30D | +1.5% | +4.9% | -3.3% | -4.0% |
| 3M | +39.5% | +5.2% | +34.3% | +28.3% |
| 6M | +85.9% | +20.7% | +65.2% | +38.7% |
| YTD | +52.9% | +26.5% | +26.5% | +6.2% |
| 1Y | +48.1% | +37.8% | +10.3% | -9.0% |
| 3Y | +102.2% | +91.0% | +11.2% | -24.7% |
| 5Y | +5.5% | +47.0% | -41.6% | -40.1% |
| All | +32.1% | +73.6% | -41.5% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling