+17.1%
SNPS vs EMB
+7.4%
+9.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | -1.7% | -0.3% | -1.4% | -1.3% |
| 3M | -20.4% | -0.4% | -19.9% | -19.9% |
| 6M | -8.6% | +0.1% | -8.7% | -8.6% |
| YTD | -16.2% | +1.6% | -17.7% | -17.8% |
| 1Y | -34.6% | +5.6% | -40.2% | -39.3% |
| 3Y | -14.5% | +29.8% | -44.3% | -38.7% |
| All | +17.1% | +7.4% | +9.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling