+3.5%
SNOW vs EME
+540.8%
-537.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -7.5% | +0.9% | -8.4% | -7.9% |
| 30D | -1.3% | -8.4% | +7.1% | +1.6% |
| 3M | +37.4% | -3.6% | +41.0% | +36.9% |
| 6M | +88.1% | +3.6% | +84.5% | +78.2% |
| YTD | +50.3% | +22.5% | +27.8% | +31.2% |
| 1Y | +46.0% | +18.2% | +27.8% | +26.8% |
| 3Y | +98.7% | +238.4% | -139.7% | -6.2% |
| 5Y | +3.5% | +550.5% | -547.0% | -71.1% |
| All | +3.5% | +540.8% | -537.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling