+32.8%
SNOW vs EMB
+11.1%
+21.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.5% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | +6.4% | -0.3% | +6.7% | +7.2% |
| 3M | +38.1% | -0.4% | +38.5% | +39.3% |
| 6M | +100.4% | +0.1% | +100.3% | +99.3% |
| YTD | +53.7% | +1.6% | +52.1% | +47.9% |
| 1Y | +52.0% | +5.6% | +46.3% | +34.3% |
| 3Y | +114.7% | +29.8% | +84.8% | +20.7% |
| 5Y | +8.8% | +7.3% | +1.5% | +4.1% |
| All | +32.8% | +11.1% | +21.7% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling