+102.2%
SNOW vs EMB
+30.2%
+72.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.5% |
| 30D | +1.5% | -0.5% | +2.0% | +2.4% |
| 3M | +39.5% | +0.3% | +39.2% | +38.7% |
| 6M | +85.9% | +1.2% | +84.7% | +81.9% |
| YTD | +52.9% | +1.5% | +51.5% | +48.6% |
| 1Y | +48.1% | +4.8% | +43.3% | +35.8% |
| 3Y | +102.2% | +30.4% | +71.8% | +40.8% |
| All | +102.2% | +30.2% | +72.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling