+46.5%
SNOW vs EFA
+18.9%
+27.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -2.4% | -1.5% | -0.9% | -1.8% |
| 30D | -1.0% | -1.7% | +0.7% | -0.3% |
| 3M | +36.9% | +3.5% | +33.4% | +35.5% |
| 6M | +83.4% | +9.5% | +73.9% | +75.5% |
| YTD | +50.0% | +12.9% | +37.1% | +37.8% |
| 1Y | +46.5% | +18.2% | +28.3% | +29.2% |
| All | +46.5% | +18.9% | +27.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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