-34.6%
SNPS vs IEFA
+23.1%
-57.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | -11.0% | +0.6% | -11.6% | -11.5% |
| 30D | -1.7% | +1.0% | -2.8% | -2.6% |
| 3M | -20.4% | +4.7% | -25.1% | -23.4% |
| 6M | -8.6% | +8.6% | -17.2% | -15.4% |
| YTD | -16.2% | +14.8% | -31.0% | -31.0% |
| 1Y | -34.6% | +22.6% | -57.2% | -55.6% |
| All | -34.6% | +23.1% | -57.7% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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