+131.8%
EFA vs SNAP
-77.0%
+208.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.2% |
| 7D | -2.4% | -3.2% | +0.8% | -2.1% |
| 30D | -2.2% | +0.2% | -2.4% | -2.4% |
| 3M | +5.7% | +2.6% | +3.1% | +5.0% |
| 6M | +8.2% | +12.4% | -4.2% | +6.4% |
| YTD | +11.8% | -31.6% | +43.4% | +14.0% |
| 1Y | +18.3% | -21.7% | +40.0% | +19.1% |
| 3Y | +64.9% | -41.2% | +106.1% | +64.6% |
| 5Y | +52.4% | -92.6% | +145.0% | +67.2% |
| All | +131.8% | -77.0% | +208.8% | +111.3% |
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