+18.1%
IEFA vs SNAP
-23.8%
+41.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.3% |
| 7D | -2.4% | -3.2% | +0.7% | -2.1% |
| 30D | -2.1% | +0.2% | -2.3% | -2.3% |
| 3M | +5.5% | +2.6% | +2.9% | +4.8% |
| 6M | +8.1% | +12.4% | -4.3% | +5.4% |
| YTD | +11.9% | -31.6% | +43.5% | +12.5% |
| 1Y | +18.1% | -21.7% | +39.8% | +18.4% |
| All | +18.1% | -23.8% | +41.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling