+102.2%
SNOW vs EMR
+62.0%
+40.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.9% | +3.1% | +1.8% | +3.5% |
| 30D | +1.5% | -3.5% | +5.1% | +3.0% |
| 3M | +39.5% | +9.8% | +29.8% | +32.8% |
| 6M | +85.9% | +10.8% | +75.1% | +73.8% |
| YTD | +52.9% | +15.9% | +37.0% | +38.6% |
| 1Y | +48.1% | +16.4% | +31.7% | +33.5% |
| 3Y | +102.2% | +62.1% | +40.1% | +65.9% |
| All | +102.2% | +62.0% | +40.2% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling