+3.5%
SNOW vs EFA
+51.0%
-47.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.6% |
| 7D | -7.5% | -2.4% | -5.1% | -4.5% |
| 30D | -1.3% | -2.2% | +0.9% | +1.9% |
| 3M | +37.4% | +5.7% | +31.8% | +27.1% |
| 6M | +88.1% | +8.2% | +79.9% | +64.8% |
| YTD | +50.3% | +11.8% | +38.5% | +24.7% |
| 1Y | +46.0% | +18.3% | +27.7% | +10.8% |
| 3Y | +98.7% | +64.9% | +33.8% | -14.4% |
| 5Y | +3.5% | +52.4% | -48.9% | -44.9% |
| All | +3.5% | +51.0% | -47.5% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling