+51.4%
EFA vs SNAP
-90.0%
+141.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.3% |
| 7D | -1.0% | -9.8% | +8.8% | -0.3% |
| 30D | +1.6% | -18.2% | +19.8% | +3.0% |
| 3M | -3.2% | -3.1% | -0.1% | -3.3% |
| 6M | +2.5% | -7.1% | +9.6% | +2.4% |
| YTD | +10.7% | -33.8% | +44.5% | +12.9% |
| 1Y | +12.8% | -39.0% | +51.8% | +15.7% |
| 3Y | +66.4% | -52.8% | +119.2% | +68.3% |
| 5Y | +51.4% | -90.0% | +141.3% | +68.9% |
| All | +51.4% | -90.0% | +141.4% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling