+128.5%
EFA vs SNAP
-78.1%
+206.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.2% | +6.0% | -3.8% | +1.8% |
| 30D | +1.4% | -13.8% | +15.2% | +2.4% |
| 3M | -4.2% | -0.8% | -3.4% | -4.4% |
| 6M | +1.9% | -6.2% | +8.2% | +1.7% |
| YTD | +10.2% | -34.8% | +45.0% | +12.5% |
| 1Y | +12.8% | -38.7% | +51.5% | +15.7% |
| 3Y | +65.2% | -53.5% | +118.7% | +67.6% |
| 5Y | +49.8% | -90.2% | +140.0% | +61.3% |
| All | +128.5% | -78.1% | +206.6% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling