+556.6%
SNPS vs EMB
+29.2%
+527.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | -5.5% | +0.3% | -5.8% | -5.8% |
| 30D | -5.8% | -0.5% | -5.3% | -5.1% |
| 3M | -17.2% | +0.3% | -17.5% | -17.5% |
| 6M | -10.4% | +1.2% | -11.5% | -11.5% |
| YTD | -16.5% | +1.5% | -18.0% | -17.9% |
| 1Y | -35.6% | +4.8% | -40.4% | -39.5% |
| 3Y | -14.6% | +30.4% | -45.0% | -38.6% |
| 5Y | +16.5% | +7.3% | +9.2% | +8.2% |
| 10Y | +556.6% | +29.7% | +526.8% | +423.5% |
| All | +556.6% | +29.2% | +527.3% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling