+34.1%
SNPS vs EMB
+7.0%
+27.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +2.8% |
| 7D | +0.2% | +0.8% | -0.6% | -0.9% |
| 30D | -8.4% | +1.5% | -9.9% | -10.2% |
| 3M | +12.3% | -1.9% | +14.2% | +15.2% |
| 6M | -9.6% | -1.6% | -8.0% | -7.6% |
| YTD | -0.6% | 0.0% | -0.6% | -0.4% |
| 1Y | +18.7% | +1.1% | +17.6% | +17.3% |
| 3Y | -7.6% | +30.9% | -38.4% | -34.3% |
| 5Y | +34.1% | +7.1% | +27.0% | +44.1% |
| All | +34.1% | +7.0% | +27.0% | +44.1% |
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