+395.7%
EFA vs SNPS
+1,545.8%
-1,150.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.7% |
| 7D | +0.6% | -11.0% | +11.6% | +4.1% |
| 30D | +0.9% | -1.7% | +2.6% | +0.8% |
| 3M | +4.9% | -20.4% | +25.2% | +11.3% |
| 6M | +8.6% | -8.6% | +17.2% | +9.7% |
| YTD | +14.6% | -16.2% | +30.8% | +18.1% |
| 1Y | +22.6% | -34.6% | +57.2% | +30.5% |
| 3Y | +66.5% | -14.5% | +81.0% | +54.8% |
| 5Y | +54.5% | +17.0% | +37.5% | +24.3% |
| 10Y | +144.8% | +560.0% | -415.2% | +0.7% |
| All | +395.7% | +1,545.8% | -1,150.1% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling