+46.0%
SNOW vs EMB
+3.6%
+42.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.6% |
| 7D | -7.5% | -1.1% | -6.4% | -6.1% |
| 30D | -1.3% | -1.1% | -0.3% | +0.1% |
| 3M | +37.4% | -0.8% | +38.2% | +38.7% |
| 6M | +88.1% | -0.1% | +88.1% | +88.1% |
| YTD | +50.3% | +0.4% | +49.9% | +47.0% |
| 1Y | +46.0% | +3.3% | +42.7% | +35.9% |
| All | +46.0% | +3.6% | +42.3% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling