+50.1%
EFA vs SNPS
+30.3%
+19.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +2.2% | +1.1% | +1.2% | +2.1% |
| 30D | +1.4% | -5.2% | +6.5% | +2.2% |
| 3M | -4.2% | +10.6% | -14.7% | -6.5% |
| 6M | +1.9% | -10.6% | +12.5% | +3.1% |
| YTD | +10.2% | -3.1% | +13.3% | +9.1% |
| 1Y | +12.8% | +15.6% | -2.8% | +7.8% |
| 3Y | +65.2% | -12.9% | +78.1% | +55.4% |
| All | +50.1% | +30.3% | +19.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling