-22.7%
SNOW vs EMR
+87.7%
-110.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +10.8% | +2.7% | +8.2% | +9.3% |
| 30D | -16.5% | +2.1% | -18.6% | -17.3% |
| 3M | -10.1% | +2.3% | -12.4% | -11.2% |
| 6M | +96.5% | +22.5% | +74.0% | +74.1% |
| YTD | +36.2% | +27.2% | +9.0% | +14.6% |
| 1Y | +10.7% | +28.0% | -17.3% | -7.6% |
| 3Y | +86.2% | +103.4% | -17.2% | +10.0% |
| 5Y | -22.7% | +88.2% | -110.9% | -50.0% |
| All | -22.7% | +87.7% | -110.4% | -50.0% |
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