+84.4%
SNOW vs EMB
+29.7%
+54.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.6% |
| 7D | +0.2% | +0.5% | -0.3% | -0.5% |
| 30D | -19.8% | +0.9% | -20.7% | -21.0% |
| 3M | -11.6% | -2.1% | -9.5% | -8.3% |
| 6M | +94.0% | -2.2% | +96.2% | +101.8% |
| YTD | +34.8% | -0.6% | +35.4% | +35.8% |
| 1Y | +10.1% | +0.2% | +9.9% | +9.4% |
| 3Y | +84.4% | +29.5% | +54.9% | +47.1% |
| All | +84.4% | +29.7% | +54.7% | +47.1% |
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