+1,431.9%
SNPS vs EMB
+132.1%
+1,299.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -20.4% | -0.4% | -19.9% | -20.1% |
| 6M | -8.6% | +0.1% | -8.7% | -8.5% |
| YTD | -16.2% | +1.6% | -17.7% | -17.0% |
| 1Y | -34.6% | +5.6% | -40.2% | -37.2% |
| 3Y | -14.5% | +29.8% | -44.3% | -29.0% |
| 5Y | +17.0% | +7.3% | +9.7% | +10.0% |
| 10Y | +560.0% | +30.4% | +529.6% | +471.0% |
| All | +1,431.9% | +132.1% | +1,299.7% | +1,129.1% |
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 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