+59.0%
EFA vs SN
+496.6%
-437.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -0.7% | -5.6% | +4.9% | -0.1% |
| 3M | +6.4% | +48.1% | -41.7% | +0.9% |
| 6M | +11.4% | +57.6% | -46.3% | +4.5% |
| YTD | +14.0% | +56.5% | -42.5% | +7.0% |
| 1Y | +20.2% | +52.6% | -32.3% | +12.8% |
| 3Y | +68.2% | +412.0% | -343.8% | +42.0% |
| All | +59.0% | +496.6% | -437.6% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling