+93.3%
SNOW vs EME
+252.2%
-158.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.3% |
| 7D | -2.4% | +3.5% | -5.9% | -3.3% |
| 30D | -1.0% | -6.3% | +5.3% | +0.6% |
| 3M | +36.9% | -3.8% | +40.6% | +36.6% |
| 6M | +83.4% | +8.5% | +74.8% | +72.9% |
| YTD | +50.0% | +27.8% | +22.2% | +32.4% |
| 1Y | +46.5% | +22.2% | +24.3% | +29.1% |
| 3Y | +93.3% | +253.5% | -160.1% | +19.4% |
| All | +93.3% | +252.2% | -158.9% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling