+18.6%
SNOW vs EMB
+9.2%
+9.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +3.7% | -0.4% | +4.1% | +4.7% |
| 30D | -16.4% | +1.5% | -17.9% | -19.1% |
| 3M | -9.9% | -1.6% | -8.3% | -6.7% |
| 6M | +98.8% | -1.5% | +100.3% | +105.4% |
| YTD | +37.3% | -0.1% | +37.4% | +36.9% |
| 1Y | +11.0% | +0.5% | +10.5% | +9.4% |
| 3Y | +87.8% | +30.2% | +57.6% | +4.3% |
| 5Y | -18.4% | +8.6% | -27.0% | -24.3% |
| All | +18.6% | +9.2% | +9.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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