+144.6%
IEFA vs SNY
+64.5%
+80.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -3.3% | +1.8% | -0.5% |
| 30D | -1.5% | -2.2% | +0.7% | -0.8% |
| 3M | +3.4% | -3.0% | +6.5% | +4.1% |
| 6M | +9.5% | +2.7% | +6.7% | +8.0% |
| YTD | +13.0% | -6.8% | +19.9% | +15.0% |
| 1Y | +18.0% | -5.3% | +23.3% | +19.1% |
| 3Y | +65.4% | -9.8% | +75.1% | +65.6% |
| 5Y | +51.6% | +9.7% | +41.9% | +37.1% |
| All | +144.6% | +64.5% | +80.1% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling