+31.7%
SNPS vs IEFA
+47.3%
-15.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.8% |
| 7D | +1.1% | +2.2% | -1.2% | -1.3% |
| 30D | -5.2% | +1.1% | -6.2% | -6.2% |
| 3M | +10.6% | -4.3% | +14.8% | +15.9% |
| 6M | -10.6% | +1.4% | -12.0% | -12.3% |
| YTD | -3.1% | +10.1% | -13.2% | -14.2% |
| 1Y | +15.6% | +12.9% | +2.7% | -0.8% |
| 3Y | -12.9% | +65.8% | -78.7% | -51.6% |
| All | +31.7% | +47.3% | -15.6% | -9.8% |
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