+9.5%
SNOW vs EME
-3.1%
+12.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -0.9% |
| 7D | -14.5% | -5.8% | -8.7% | -14.2% |
| 30D | -14.3% | -17.9% | +3.6% | -13.4% |
| 3M | -8.3% | -22.0% | +13.7% | -7.3% |
| 6M | +101.5% | -29.7% | +131.2% | +99.7% |
| YTD | +32.5% | +4.7% | +27.8% | +19.6% |
| 1Y | +9.5% | -2.1% | +11.6% | +3.3% |
| All | +9.5% | -3.1% | +12.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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