+54.8%
IEFA vs SN
+673.1%
-618.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | +3.5% | -4.6% | -1.5% |
| 30D | +1.3% | +19.4% | -18.1% | -1.0% |
| 3M | -3.2% | +20.9% | -24.1% | -5.6% |
| 6M | +2.0% | +111.1% | -109.1% | -7.6% |
| YTD | +10.7% | +102.8% | -92.1% | +0.4% |
| 1Y | +13.0% | +146.2% | -133.2% | +0.2% |
| 3Y | +67.1% | +441.4% | -374.3% | +37.1% |
| All | +54.8% | +673.1% | -618.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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