+3.6%
SNOW vs EMR
+60.6%
-57.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | +8.4% | +0.9% | +7.5% | +7.8% |
| 30D | -1.0% | -5.0% | +4.0% | +1.7% |
| 3M | +38.3% | +5.9% | +32.4% | +32.7% |
| 6M | +81.3% | +7.3% | +74.0% | +69.8% |
| YTD | +51.1% | +14.6% | +36.6% | +34.7% |
| 1Y | +47.0% | +15.6% | +31.3% | +29.6% |
| 3Y | +99.7% | +60.2% | +39.6% | +38.3% |
| 5Y | +3.6% | +65.8% | -62.2% | -33.0% |
| All | +3.6% | +60.6% | -57.0% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling