+19.5%
SNPS vs IEFA
+48.7%
-29.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +2.0% |
| 7D | -4.6% | -2.4% | -2.2% | -2.0% |
| 30D | -3.3% | -2.1% | -1.2% | -1.0% |
| 3M | -13.8% | +5.5% | -19.3% | -19.1% |
| 6M | -8.2% | +8.1% | -16.3% | -16.5% |
| YTD | -15.4% | +11.9% | -27.4% | -26.5% |
| 1Y | +2.4% | +18.1% | -15.7% | -16.1% |
| 3Y | -13.5% | +65.5% | -79.0% | -51.8% |
| 5Y | +19.5% | +50.1% | -30.6% | -22.2% |
| All | +19.5% | +48.7% | -29.2% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling