+64.6%
EFA vs SNPS
-14.5%
+79.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.5% | -5.5% | +5.0% | +0.2% |
| 30D | -1.3% | -4.5% | +3.1% | -1.0% |
| 3M | +5.2% | -15.5% | +20.7% | +7.1% |
| 6M | +9.4% | -10.1% | +19.4% | +10.1% |
| YTD | +12.7% | -16.3% | +29.0% | +14.2% |
| 1Y | +19.3% | -34.9% | +54.2% | +23.1% |
| All | +64.6% | -14.5% | +79.1% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling