+684.5%
SNPS vs EMB
+31.5%
+653.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -0.6% | +0.5% | -1.1% | -1.2% |
| 30D | -9.8% | +0.9% | -10.7% | -10.8% |
| 3M | +11.7% | -2.1% | +13.8% | +14.8% |
| 6M | -10.9% | -2.2% | -8.7% | -8.3% |
| YTD | -2.1% | -0.6% | -1.5% | -1.1% |
| 1Y | +14.8% | +0.2% | +14.5% | +14.7% |
| 3Y | -11.3% | +29.5% | -40.9% | -36.0% |
| 5Y | +36.2% | +8.0% | +28.2% | +25.5% |
| 10Y | +684.5% | +35.3% | +649.2% | +499.5% |
| All | +684.5% | +31.5% | +653.0% | +499.5% |
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