+140.4%
EFA vs SNPS
+585.0%
-444.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -2.4% | -4.6% | +2.2% | -1.3% |
| 30D | -2.2% | -3.3% | +1.1% | -1.9% |
| 3M | +5.7% | -13.8% | +19.4% | +8.8% |
| 6M | +8.2% | -8.2% | +16.4% | +9.0% |
| YTD | +11.8% | -15.4% | +27.2% | +14.3% |
| 1Y | +18.3% | +2.4% | +15.9% | +13.8% |
| 3Y | +64.9% | -13.5% | +78.4% | +52.6% |
| 5Y | +52.4% | +19.5% | +32.9% | +21.7% |
| All | +140.4% | +585.0% | -444.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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