+572.5%
SNPS vs IEFA
+148.3%
+424.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -1.0% |
| 7D | +0.9% | -1.6% | +2.5% | +2.5% |
| 30D | -3.6% | -1.5% | -2.1% | -2.1% |
| 3M | -12.9% | +3.4% | -16.3% | -16.1% |
| 6M | -8.2% | +9.5% | -17.7% | -17.0% |
| YTD | -15.4% | +13.0% | -28.4% | -26.3% |
| 1Y | -9.3% | +18.0% | -27.3% | -24.3% |
| 3Y | -14.0% | +65.4% | -79.3% | -49.2% |
| 5Y | +19.5% | +51.6% | -32.0% | -22.5% |
| All | +572.5% | +148.3% | +424.2% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling