+30.5%
SNOW vs EME
+1,001.8%
-971.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | +8.4% | +2.7% | +5.7% | +7.5% |
| 30D | -1.0% | -6.8% | +5.8% | +1.0% |
| 3M | +38.3% | -8.8% | +47.1% | +40.4% |
| 6M | +81.3% | +5.0% | +76.3% | +72.5% |
| YTD | +51.1% | +23.5% | +27.6% | +34.5% |
| 1Y | +47.0% | +21.3% | +25.7% | +29.7% |
| 3Y | +99.7% | +241.1% | -141.3% | +14.1% |
| 5Y | +3.6% | +549.2% | -545.6% | -55.7% |
| All | +30.5% | +1,001.8% | -971.3% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling