+1.4%
IEFA vs SN
+109.3%
-107.9%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +2.2% | +1.5% | +0.7% | +2.0% |
| 30D | +1.1% | +21.5% | -20.4% | -1.4% |
| 3M | -4.3% | +20.0% | -24.3% | -6.3% |
| 6M | +1.4% | +119.9% | -118.5% | -12.8% |
| All | +1.4% | +109.3% | -107.9% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling