+139.7%
IEFA vs SNAP
-77.2%
+216.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +0.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +1.0% | +2.6% | -1.6% | +0.7% |
| 3M | +4.7% | -9.9% | +14.6% | +5.2% |
| 6M | +8.6% | +1.9% | +6.7% | +7.6% |
| YTD | +14.8% | -32.2% | +47.1% | +17.2% |
| 1Y | +22.6% | -22.8% | +45.5% | +23.6% |
| 3Y | +67.0% | -47.6% | +114.6% | +68.1% |
| 5Y | +52.3% | -92.7% | +145.0% | +67.4% |
| All | +139.7% | -77.2% | +216.9% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling