+3.6%
SNOW vs EMB
+7.1%
-3.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -0.8% |
| 7D | +8.4% | 0.0% | +8.4% | +8.4% |
| 30D | -1.0% | -0.3% | -0.7% | -0.3% |
| 3M | +38.3% | -0.3% | +38.6% | +39.1% |
| 6M | +81.3% | +0.7% | +80.5% | +78.0% |
| YTD | +51.1% | +1.3% | +49.8% | +46.5% |
| 1Y | +47.0% | +4.7% | +42.3% | +32.5% |
| 3Y | +99.7% | +30.1% | +69.7% | +12.2% |
| 5Y | +3.6% | +6.9% | -3.3% | +6.8% |
| All | +3.6% | +7.1% | -3.5% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling