+17.0%
EFA vs SNPS
-4.5%
+21.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -2.4% | -4.6% | +2.2% | -1.9% |
| 30D | -2.2% | -3.3% | +1.1% | -2.1% |
| 3M | +5.7% | -13.8% | +19.4% | +7.0% |
| 6M | +8.2% | -8.2% | +16.4% | +8.4% |
| YTD | +11.8% | -15.4% | +27.2% | +12.4% |
| All | +17.0% | -4.5% | +21.6% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling