+12.9%
IEFA vs SNAP
-41.2%
+54.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | +0.1% |
| 7D | +2.2% | +6.0% | -3.8% | +1.6% |
| 30D | +1.1% | -13.8% | +14.8% | +2.3% |
| 3M | -4.3% | -0.8% | -3.5% | -4.5% |
| 6M | +1.4% | -6.2% | +7.6% | +1.4% |
| YTD | +10.1% | -34.8% | +44.9% | +9.6% |
| 1Y | +12.9% | -38.7% | +51.6% | +13.9% |
| All | +12.9% | -41.2% | +54.1% | +13.9% |
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