+32.8%
SNOW vs EMR
+150.4%
-117.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.2% |
| 7D | +2.8% | -1.5% | +4.3% | +3.5% |
| 30D | +6.4% | -5.6% | +12.0% | +9.3% |
| 3M | +38.1% | +7.9% | +30.1% | +31.9% |
| 6M | +100.4% | +6.0% | +94.4% | +90.5% |
| YTD | +53.7% | +16.4% | +37.3% | +38.2% |
| 1Y | +52.0% | +16.6% | +35.3% | +36.1% |
| 3Y | +114.7% | +62.9% | +51.8% | +57.8% |
| 5Y | +8.8% | +60.1% | -51.3% | -24.3% |
| All | +32.8% | +150.4% | -117.7% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling