+1,652.1%
SNPS vs EMB
+127.1%
+1,525.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.6% |
| 30D | -10.4% | +1.3% | -11.7% | -11.3% |
| 3M | +11.0% | -2.2% | +13.2% | +12.9% |
| 6M | -10.7% | -2.3% | -8.3% | -9.0% |
| YTD | -4.1% | -0.6% | -3.5% | -3.5% |
| 1Y | +13.7% | +0.5% | +13.2% | +13.5% |
| 3Y | -8.1% | +29.4% | -37.5% | -23.4% |
| 5Y | +32.2% | +6.5% | +25.7% | +25.2% |
| 10Y | +681.4% | +29.8% | +651.6% | +583.4% |
| All | +1,652.1% | +127.1% | +1,525.0% | +1,329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling