+65.9%
EFA vs SN
+431.1%
-365.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +1.2% | +7.6% | -6.3% | +0.2% |
| 30D | +0.9% | +22.4% | -21.5% | -2.1% |
| 3M | -3.4% | +21.7% | -25.0% | -6.3% |
| 6M | +2.0% | +102.8% | -100.9% | -8.8% |
| YTD | +10.4% | +102.4% | -92.0% | -1.6% |
| 1Y | +13.3% | +139.0% | -125.7% | -1.4% |
| 3Y | +65.9% | +440.4% | -374.5% | +23.8% |
| All | +65.9% | +431.1% | -365.2% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling