+52.0%
SNOW vs EMR
+19.4%
+32.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +2.8% | -1.5% | +4.3% | +3.1% |
| 30D | +6.4% | -5.6% | +12.0% | +7.5% |
| 3M | +38.1% | +7.9% | +30.1% | +35.8% |
| 6M | +100.4% | +6.0% | +94.4% | +98.7% |
| YTD | +53.7% | +16.4% | +37.3% | +45.6% |
| 1Y | +52.0% | +16.6% | +35.3% | +44.3% |
| All | +52.0% | +19.4% | +32.5% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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