+32.1%
SNOW vs EFA
+96.3%
-64.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +4.9% | +1.2% | +3.7% | +3.5% |
| 30D | +1.5% | -0.7% | +2.2% | +2.6% |
| 3M | +39.5% | +6.4% | +33.1% | +28.5% |
| 6M | +85.9% | +11.4% | +74.5% | +58.1% |
| YTD | +52.9% | +14.0% | +39.0% | +25.4% |
| 1Y | +48.1% | +20.2% | +27.9% | +12.4% |
| 3Y | +102.2% | +68.2% | +34.0% | -7.8% |
| 5Y | +5.5% | +54.8% | -49.3% | -45.9% |
| All | +32.1% | +96.3% | -64.2% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling