+65.2%
IEFA vs SNAP
-44.0%
+109.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -0.5% | -5.0% | +4.5% | 0.0% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | +5.1% | -5.0% | +10.1% | +5.1% |
| 6M | +9.3% | +3.5% | +5.8% | +8.0% |
| YTD | +13.0% | -34.2% | +47.2% | +15.7% |
| 1Y | +19.2% | -27.1% | +46.2% | +20.7% |
| All | +65.2% | -44.0% | +109.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling