+1,112.2%
SNPS vs IEFA
+215.2%
+897.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -5.5% | +1.2% | -6.7% | -6.5% |
| 30D | -5.8% | -0.6% | -5.2% | -5.2% |
| 3M | -17.2% | +6.2% | -23.4% | -22.0% |
| 6M | -10.4% | +11.2% | -21.5% | -19.3% |
| YTD | -16.5% | +14.2% | -30.7% | -26.9% |
| 1Y | -35.6% | +20.0% | -55.7% | -46.1% |
| 3Y | -14.6% | +68.8% | -83.4% | -47.7% |
| 5Y | +16.5% | +52.7% | -36.2% | -21.4% |
| 10Y | +556.6% | +144.2% | +412.3% | +202.6% |
| All | +1,112.2% | +215.2% | +897.0% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling